Pages that link to "Item:Q2068116"
From MaRDI portal
The following pages link to Vulnerable options pricing under uncertain volatility model (Q2068116):
Displaying 10 items.
- A computational scheme for uncertain volatility model in option pricing (Q1030664) (← links)
- Pricing and hedging vulnerable option with funding costs and collateral (Q1663930) (← links)
- An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (Q2100206) (← links)
- An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
- Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Pricing vulnerable options under a stochastic volatility model (Q2349261) (← links)
- UNCERTAINTY IN PRICING TRADABLE OPTIONS (Q5696844) (← links)
- Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358) (← links)
- Asian option pricing under an uncertain volatility model (Q6534446) (← links)
