Pages that link to "Item:Q1000409"
From MaRDI portal
The following pages link to Valuation of FX barrier options under stochastic volatility (Q1000409):
Displaying 6 items.
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428) (← links)
- Closed form valuation of barrier options with stochastic barriers (Q2151659) (← links)
- Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk (Q4526198) (← links)
- Two asset-barrier option under stochastic volatility (Q5373915) (← links)
- CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING (Q5493855) (← links)