Pages that link to "Item:Q2958817"

The following pages link to Pricing Options with Hybrid Stochastic Volatility Models (Q2958817):

Displaying 8 items.

• Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives (Q2866378) (← links)
• Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077) (← links)
• Option pricing with dynamically correlated stochastic interest rate (Q2945109) (← links)
• Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
• (Q5702120) (← links)
• CORRELATION ESTIMATION IN HYBRID SYSTEMS (Q6095477) (← links)