Pages that link to "Item:Q1630713"
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The following pages link to Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713):
Displaying 11 items.
- Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
- A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
- Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
- Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- Leader Authenticity in Intercultural School Contexts (Q4937494) (← links)
- PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
- An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
- Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098) (← links)
- Invariant solutions of the Heston model for European option with dividend yield (Q6172072) (← links)
- Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)
