Pages that link to "Item:Q5374080"

The following pages link to A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (Q5374080):

Displaying 16 items.

• Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
• Estimation of risk-neutral density surfaces (Q645506) (← links)
• A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
• The Heston stochastic volatility model with piecewise constant parameters -- efficient calibration and pricing of window barrier options (Q1643855) (← links)
• VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
• Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
• Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
• Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
• Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
• Pricing Parisian option under a stochastic volatility model (Q2336869) (← links)
• BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
• VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056) (← links)
• Asymptotic Implied Volatility at the Second Order with Application to the SABR Model (Q4560327) (← links)
• AMF-type W-methods for Parabolic Problems with Mixed Derivatives (Q4683933) (← links)
• American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
• Volatility of volatility and leverage effect from options (Q6118716) (← links)