Pages that link to "Item:Q1727064"
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The following pages link to Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064):
Displaying 9 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
- Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
- (Q3077832) (← links)
- (Q3611491) (← links)
- (Q4901542) (← links)
