Pages that link to "Item:Q5374080"
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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.
- Fascination financial mathematics: problems, methods and principles (Q934743) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- Path dependent volatility (Q940996) (← links)
- Determinants of S\&P 500 index option returns (Q941727) (← links)
- Approaches to forecasting volatility: Models and their performances for emerging equity markets (Q943161) (← links)
- Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
- Variational inequalities in Hilbert spaces with measures and optimal stopping problems (Q946223) (← links)
- Marginal distribution of some path-dependent stochastic volatility model (Q947188) (← links)
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- Efficient solution of a partial integro-differential equation in finance (Q952815) (← links)
- Online estimation of time-varying volatility using a continuous-discrete LMS algorithm (Q955357) (← links)
- Recent developments in volatility modeling and applications (Q955468) (← links)
- On mean exit time from a curvilinear domain (Q956351) (← links)
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- Equilibrium impact of value-at-risk regulation (Q956555) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- Comparing stochastic volatility models through Monte Carlo simulations (Q959262) (← links)
- Filtering and identification of Heston's stochastic volatility model and its market risk (Q959679) (← links)
- Catalytic discrete state branching models and related limit theorems (Q960182) (← links)
- Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
- Pricing options under stochastic volatility: a power series approach (Q964675) (← links)
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- A fast Fourier transform technique for pricing American options under stochastic volatility (Q965893) (← links)
- Exchange option pricing under stochastic volatility: a correlation expansion (Q965896) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
- American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- A risk reserve model for hedging in incomplete markets (Q975891) (← links)
- What distinguishes individual stocks from the index? (Q977581) (← links)
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
- Role of noise in a market model with stochastic volatility (Q978895) (← links)
- Pricing American options using a space-time adaptive finite difference method (Q982922) (← links)
- A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
- Implicit-explicit numerical schemes for jump-diffusion processes (Q997571) (← links)
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market (Q1000401) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Laplace approximation of transition densities posed as Brownian expectations (Q1001846) (← links)
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566) (← links)
- Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
- A mixed PDE/Monte-Carlo method for stochastic volatility models (Q1018129) (← links)
- A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
