Pages that link to "Item:Q1713146"
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The following pages link to A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146):
Displaying 5 items.
- Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069) (← links)
- A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938) (← links)
- Closed-form formulae for European options under three-factor models (Q2660490) (← links)
- A closed-form approximation formula for pricing European options under a three-factor model (Q5051203) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)