Pages that link to "Item:Q311037"
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The following pages link to Valuation of power options under Heston's stochastic volatility model (Q311037):
Displaying 14 items.
- Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540) (← links)
- Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← links)
- Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach (Q701832) (← links)
- Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
- Valuation of power option for uncertain financial market (Q1733532) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
- The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- A robust spectral method for solving Heston's model (Q2247922) (← links)
- Moment explosions in stochastic volatility models (Q2463702) (← links)
- The valuation of timer power options with stochastic volatility (Q5886723) (← links)
- Pricing of timer digital power options based on stochstic volatility (Q6563856) (← links)
- An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)
