Pages that link to "Item:Q2869978"
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The following pages link to General approximation schemes for option prices in stochastic volatility models (Q2869978):
Displaying 7 items.
- Asymptotic analysis for stochastic volatility: Edgeworth expansion (Q638406) (← links)
- Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713) (← links)
- Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444) (← links)
- Saddlepoint approximations to option price in a general equilibrium model (Q2483862) (← links)
- (Q2984384) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
- Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134) (← links)
