Pages that link to "Item:Q2145694"
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The following pages link to Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694):
Displaying 3 items.
- Pricing of quanto option under the Hull and White stochastic volatility model (Q2851116) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
- Rosenbrock-type methods for solving stochastic differential equations (Q6572963) (← links)