Pages that link to "Item:Q3132145"
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The following pages link to Path-dependent option pricing based on stochastic volatility model (Q3132145):
Displaying 8 items.
- An analysis of path-dependent options (Q261989) (← links)
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
- Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
- Pricing of options in the singular perturbed stochastic volatility model (Q2400320) (← links)
- Pricing and Hedging Path-Dependent Options Under the CEV Process (Q3114712) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)