Pages that link to "Item:Q2324121"

The following pages link to Stochastic volatility models with application in option pricing (Q2324121):

Displaying 23 items.

• Pricing of bond options. Unspanned stochastic volatility and random field models. (Q946627) (← links)
• The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
• Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
• Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813) (← links)
• Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
• A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538) (← links)
• Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
• Pricing Options with Hybrid Stochastic Volatility Models (Q2958817) (← links)
• (Q3457552) (← links)
• Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207) (← links)
• Probabilistic Properties of Stochastic Volatility Models (Q3646957) (← links)
• Complete Models with Stochastic Volatility (Q4213031) (← links)
• Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060) (← links)
• Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
• INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
• Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355) (← links)
• Stochastic Volatility Models and Option Prices (Q5301479) (← links)
• Handbook of Volatility Models and Their Applications (Q5388714) (← links)
• Model‐based quantification of the volatility of options at transaction level with extended count regression models (Q5430333) (← links)
• Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098) (← links)
• ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
• (Q5702120) (← links)
• Stochastic volatility demand systems (Q5864632) (← links)