Pages that link to "Item:Q265650"

The following pages link to The \(\alpha\)-hypergeometric stochastic volatility model (Q265650):

Displaying 22 items.

• New solvable stochastic volatility models for pricing volatility derivatives (Q744402) (← links)
• Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403) (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: option pricing and greeks (Q2059661) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
• Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
• Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
• Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
• A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
• INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
• Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
• $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (Q5033264) (← links)
• Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
• The Alpha‐Heston stochastic volatility model (Q6054369) (← links)
• Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
• Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
• Portfolio problem for the \(\alpha\)-hypergeometric stochastic volatility model with consumption (Q6648741) (← links)