Pages that link to "Item:Q1761552"
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The following pages link to Option prices under stochastic volatility (Q1761552):
Displaying 26 items.
- Stability of approximate solution mappings for generalized Ky Fan inequality (Q286204) (← links)
- Valuation of power options under Heston's stochastic volatility model (Q311037) (← links)
- Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
- Option price with stochastic volatility for both fast and slow mean-reverting regimes (Q357435) (← links)
- An integro-differential parabolic variational inequality arising from the valuation of double barrier American option (Q488919) (← links)
- Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← links)
- Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403) (← links)
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- A new kernel-based classification algorithm for multi-label datasets (Q1639340) (← links)
- Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351) (← links)
- Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478) (← links)
- Option price when the stock is a semimartingale (Q1860583) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- Valuing options in shot noise market (Q2149143) (← links)
- Identifying the volatility of underlying assets from option prices (Q2709875) (← links)
- Bounds on European option prices under stochastic volatility (Q2757296) (← links)
- General approximation schemes for option prices in stochastic volatility models (Q2869978) (← links)
- Pricing Options with Hybrid Stochastic Volatility Models (Q2958817) (← links)
- (Q4218375) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- Stochastic Volatility Models and Option Prices (Q5301479) (← links)
- Stock Price Distributions with Stochastic Volatility: An Analytic Approach (Q5374083) (← links)
- TARGET VOLATILITY OPTION PRICING (Q5389102) (← links)
- (Q5455634) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
- (Q5702120) (← links)