Pages that link to "Item:Q5853625"

The following pages link to Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625):

Displaying 13 items.

• Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
• DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
• Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759) (← links)
• On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach (Q4586316) (← links)
• Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
• Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation (Q5135117) (← links)
• The probability distribution of returns in the exponential Ornstein–Uhlenbeck model (Q5239449) (← links)
• An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
• VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS (Q5377003) (← links)
• A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)
• Inference in generalized exponential O-U processes (Q6190225) (← links)
• INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS (Q6203301) (← links)
• Log-normal stochastic volatility model with quadratic drift (Q6492032) (← links)