Pages that link to "Item:Q3000886"

The following pages link to Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms (Q3000886):

Displaying 7 items.

• A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
• The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
• Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (Q4677660) (← links)
• Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
• The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)