Pages that link to "Item:Q2131629"
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The following pages link to An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629):
Displaying 4 items.
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- Pricing of defaultable options with multiscale generalized Heston's stochastic volatility (Q1996984) (← links)
- Pricing vulnerable options under a stochastic volatility model (Q2349261) (← links)
- (Q6168686) (← links)