Pages that link to "Item:Q2440325"
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The following pages link to Pricing barrier options under stochastic volatility framework (Q2440325):
Displaying 15 items.
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- An actuarial approach to pricing barrier options (Q825309) (← links)
- Edokko options: a new framework of barrier options (Q1425573) (← links)
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- American barrier option pricing formulas for currency model in uncertain environment (Q2121207) (← links)
- Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- (Q3073111) (← links)
- An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191) (← links)
- Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019) (← links)
- Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk (Q4526198) (← links)
- (Q4934370) (← links)
- (Q5127517) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
- Two asset-barrier option under stochastic volatility (Q5373915) (← links)