Pages that link to "Item:Q2137228"

The following pages link to Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228):

Displaying 15 items.

• A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196) (← links)
• Turbo warrants under hybrid stochastic and local volatility (Q1724051) (← links)
• Effect of institutional deleveraging on option valuation problems (Q1983756) (← links)
• Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
• The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976) (← links)
• Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
• Pricing vulnerable options under a stochastic volatility model (Q2349261) (← links)
• Pricing and hedging of cliquet options and locally capped contracts (Q2873132) (← links)
• Pricing Options with Hybrid Stochastic Volatility Models (Q2958817) (← links)
• (Q5083071) (← links)
• (Q5094642) (← links)
• Valuing of timer path-dependent options (Q6089609) (← links)
• Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
• (Q6168686) (← links)
• Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)