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 50 items.

• Estimating option Greeks under the stochastic volatility using simulation (Q2149316) (← links)
• An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
• Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
• Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil (Q2150836) (← links)
• The time delay restraining the herd behavior with Bayesian approach (Q2150950) (← links)
• Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
• Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
• European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
• Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• Quasi-closed-form solution and numerical method for currency option with uncertain volatility model (Q2156574) (← links)
• Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
• Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
• Superstatistics with cut-off tails for financial time series (Q2160075) (← links)
• Dynamic behaviors and measurements of financial market crash rate (Q2161805) (← links)
• Coherence resonance-like and efficiency of financial market (Q2163739) (← links)
• Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
• ``Quantum equilibrium-disequilibrium'': asset price dynamics, symmetry breaking, and defaults as dissipative instantons (Q2164525) (← links)
• Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching (Q2164576) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
• Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance (Q2167364) (← links)
• Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise (Q2169034) (← links)
• The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
• Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
• Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
• Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
• A general control variate method for Lévy models in finance (Q2178156) (← links)
• Downside risk measurement in regime switching stochastic volatility (Q2178387) (← links)
• Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
• Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
• European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
• Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• A Shannon wavelet method for pricing American options under two-factor stochastic volatilities and stochastic interest rate (Q2183282) (← links)
• RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← links)
• Feedback optimal controllers for the Heston model (Q2187328) (← links)
• Boundary estimates for a degenerate parabolic equation with partial Dirichlet boundary conditions (Q2187680) (← links)
• Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
• The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
• Statistical inferences for price staleness (Q2190239) (← links)
• Fast calibration of the libor market model with stochastic volatility and displaced diffusion (Q2190303) (← links)
• Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953) (← links)
• Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
• A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
• Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model (Q2202986) (← links)
• A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate (Q2202993) (← links)
• A new simple tree approach for the Heston's stochastic volatility model (Q2203258) (← links)
• Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)