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.

• Shapes of Implied Volatility with Positive Mass at Zero (Q4607048) (← links)
• Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
• Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (Q4607051) (← links)
• Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
• EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
• SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
• Modeling Variance Risk Premium (Q4609756) (← links)
• Regime-switching stochastic volatility model: estimation and calibration to VIX options (Q4610208) (← links)
• Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221) (← links)
• Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238) (← links)
• Option pricing with Weyl–Titchmarsh theory (Q4610252) (← links)
• Preposterior analysis for option pricing (Q4610253) (← links)
• A non-Gaussian option pricing model with skew (Q4610259) (← links)
• Option valuation with infinitely divisible distributions (Q4610261) (← links)
• Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
• Delta-hedging vega risk? (Q4610265) (← links)
• Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
• Bivariate normal mixture spread option valuation (Q4610274) (← links)
• Application of the heston and hull–white models to german dax data (Q4610279) (← links)
• High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) (← links)
• Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (Q4619509) (← links)
• Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
• Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
• Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)
• The STRIKE Computational Finance Toolbox (Q4626527) (← links)
• Challenging the robustness of optimal portfolio investment with moving average-based strategies (Q4628039) (← links)
• A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
• PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION (Q4628409) (← links)
• SMALL-TIME ASYMPTOTICS IN GEOMETRIC ASIAN OPTIONS FOR A STOCHASTIC VOLATILITY JUMP-DIFFUSION MODEL (Q4631699) (← links)
• (Q4632785) (← links)
• Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options (Q4633275) (← links)
• Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)
• INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← links)
• A model of non-Gaussian diffusion in heterogeneous media (Q4639434) (← links)
• The COS method for option valuation under the SABR dynamics (Q4641563) (← links)
• BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (Q4645329) (← links)
• DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
• Some recent developments in stochastic volatility modelling (Q4646765) (← links)
• Variance reduction for Monte Carlo simulation in a stochastic volatility environment (Q4646767) (← links)
• Deterministic implied volatility models (Q4646768) (← links)
• A variance reduction technique based on integral representations (Q4646798) (← links)
• Alternative asset-price dynamics and volatility smile (Q4647257) (← links)
• A new well-posed algorithm to recover implied local volatility (Q4647290) (← links)
• Understanding option prices (Q4647596) (← links)
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
• On the pricing and hedging of volatility derivatives (Q4672757) (← links)
• QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (Q4673669) (← links)
• STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
• PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
• ON THE STABILITY OF CONTINUOUS‐TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET (Q4673849) (← links)