The following pages link to (Q3073111):
Displaying 8 items.
- A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- Pricing barrier options under stochastic volatility framework (Q2440325) (← links)
- Pricing of quanto option under the Hull and White stochastic volatility model (Q2851116) (← links)
- Monte Carlo simulations with dual variables pricing of barrier options in a stochastic volatility model (Q3180402) (← links)
