Pages that link to "Item:Q854283"
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The following pages link to A generalization of the Hull and White formula with applications to option pricing approximation (Q854283):
Displayed 5 items.
- Pricing options under stochastic volatility: a power series approach (Q964675) (← links)
- Exchange option pricing under stochastic volatility: a correlation expansion (Q965896) (← links)
- A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility (Q1009405) (← links)
- On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (Q2463722) (← links)
- Malliavin differentiability of the Heston volatility and applications to option pricing (Q5387081) (← links)