Pages that link to "Item:Q2406299"

The following pages link to Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299):

Displaying 16 items.

• The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
• An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
• Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403) (← links)
• An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
• Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
• Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814) (← links)
• Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk (Q2667616) (← links)
• Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (Q2672922) (← links)
• (Q3073111) (← links)
• An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191) (← links)
• Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
• An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
• (Q5127517) (← links)
• Two asset-barrier option under stochastic volatility (Q5373915) (← links)
• Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)
• Portfolio problem for the \(\alpha\)-hypergeometric stochastic volatility model with consumption (Q6648741) (← links)