Pages that link to "Item:Q1656408"

The following pages link to An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408):

Displaying 22 items.

• A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
• A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938) (← links)
• A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching (Q2111571) (← links)
• A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
• Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching (Q2164576) (← links)
• A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate (Q2202993) (← links)
• A regime switching fractional Black-Scholes model and European option pricing (Q2204497) (← links)
• Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
• Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
• Pricing options in a Markov regime switching model with a random acceleration for the volatility (Q4557217) (← links)
• PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
• A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL (Q5112597) (← links)
• (Q5176609) (← links)
• AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← links)
• (Q5297394) (← links)
• VARIANCE AND VOLATILITY SWAPS UNDER A TWO-FACTOR STOCHASTIC VOLATILITY MODEL WITH REGIME SWITCHING (Q5384677) (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
• Option pricing under time interval driven model (Q6171877) (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
• A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching (Q6498440) (← links)
• An analytic solution and an approximate solution for log-return variance swaps under double-mean-reverting volatility (Q6543168) (← links)
• Unlocking the black box: non-parametric option pricing before and during COVID-19 (Q6547037) (← links)