Pages that link to "Item:Q1693945"
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The following pages link to A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945):
Displaying 11 items.
- A probabilistic approach for valuing exchange option with default risk (Q3388383) (← links)
- Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399) (← links)
- A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY (Q5051212) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Short Communication: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: A Malliavin Representation (Q5131408) (← links)
- (Q5155966) (← links)
- Simplified approach to valuation of vulnerable exchange option under a reduced-form model (Q5164939) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate (Q6107577) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)
- Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)
