Pages that link to "Item:Q973979"
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The following pages link to The Black-Scholes equation in stochastic volatility models (Q973979):
Displaying 25 items.
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Weighted average price in the Heston stochastic volatility model (Q1693861) (← links)
- Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology (Q2166902) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- The exact traveling wave solutions of a class of generalized Black-Scholes equation (Q2335227) (← links)
- Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
- MONOTONICITY OF PRICES IN HESTON MODEL (Q2841333) (← links)
- Efficient and stable numerical solution of the Heston–Cox–Ingersoll–Ross partial differential equation by alternating direction implicit finite difference schemes (Q2874319) (← links)
- Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290) (← links)
- Boundary conditions for computing densities in hybrid models via PDE methods (Q3145084) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
- Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (Q4988556) (← links)
- An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance (Q5057699) (← links)
- Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
- Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
- Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
- EUROPEAN OPTIONS SENSITIVITY WITH RESPECT TO THE CORRELATION FOR MULTIDIMENSIONAL HESTON MODELS (Q5420695) (← links)
- Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions (Q5496621) (← links)
- On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130) (← links)
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
- Pricing American put option using RBF-NN: new simulation of Black-Scholes (Q6491266) (← links)
