Pages that link to "Item:Q1992683"

The following pages link to Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683):

Displaying 8 items.

• An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
• Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
• Efficient simulation of a multi-factor stochastic volatility model (Q2349593) (← links)
• Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (Q2672922) (← links)
• Monte Carlo simulations with dual variables pricing of barrier options in a stochastic volatility model (Q3180402) (← links)
• Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model (Q4986444) (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
• An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)