Pages that link to "Item:Q2400320"
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The following pages link to Pricing of options in the singular perturbed stochastic volatility model (Q2400320):
Displaying 10 items.
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240) (← links)
- Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814) (← links)
- Option valuation by using discrete singular convolution (Q2570721) (← links)
- Pricing of quanto option under the Hull and White stochastic volatility model (Q2851116) (← links)
- Option pricing under model involving slow growth volatility (Q2885509) (← links)
- Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (Q2955293) (← links)
- Solution to multiscale Asian option pricing model with singular perturbation method (Q4687895) (← links)
- CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
