Pages that link to "Item:Q1675943"

The following pages link to Mixed fractional Heston model and the pricing of American options (Q1675943):

Displaying 22 items.

• Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
• On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option (Q1713193) (← links)
• Option pricing of a mixed fractional-fractional version of the Black-Scholes model (Q1766666) (← links)
• Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
• The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976) (← links)
• Heston-GA hybrid option pricing model based on ResNet50 (Q2088431) (← links)
• Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
• Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
• Local and implied volatilities with the mixed-modified-fractional-Dupire model (Q2169607) (← links)
• AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823) (← links)
• CEV model equipped with the long-memory (Q2226287) (← links)
• The fractional and mixed-fractional CEV model (Q2315921) (← links)
• European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651) (← links)
• (Q4632785) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
• Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
• Perpetual cancellable American options with convertible features (Q6067091) (← links)
• Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406) (← links)
• Option pricing under time interval driven model (Q6171877) (← links)
• Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)
• Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)