Pages that link to "Item:Q2960559"

The following pages link to Pricing European Options Under Stochastic Volatilities Models (Q2960559):

Displaying 22 items.

• Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
• Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
• A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
• Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
• Valuation of European option under uncertain volatility model (Q1800249) (← links)
• European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield (Q2114280) (← links)
• Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
• Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
• Using computational methodology to price European options with actual payoff distributions (Q2466715) (← links)
• Bounds on European option prices under stochastic volatility (Q2757296) (← links)
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• A Behavioural Approach to the Pricing of European Options (Q4561916) (← links)
• A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
• AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← links)
• A test of the beta model on Eurodollar futures options (Q5433095) (← links)
• EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930) (← links)