Pages that link to "Item:Q3112716"
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The following pages link to Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method (Q3112716):
Displaying 5 items.
- Stability of an implicit method to evaluate option prices under local volatility with jumps (Q465116) (← links)
- Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps (Q511485) (← links)
- Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098) (← links)