Pages that link to "Item:Q3121191"
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The following pages link to An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191):
Displaying 7 items.
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- (Q4919172) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
- Valuation of barrier and lookback options under hybrid CEV and stochastic volatility (Q6104247) (← links)
