Pages that link to "Item:Q2240201"
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The following pages link to European option pricing under Wishart processes (Q2240201):
Displaying 5 items.
- Currency option pricing with Wishart process (Q1758411) (← links)
- The log-asset dynamic with Euler-Maruyama scheme under Wishart processes (Q2068271) (← links)
- A Behavioural Approach to the Pricing of European Options (Q4561916) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)