Pages that link to "Item:Q3166710"
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The following pages link to ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710):
Displaying 4 items.
- PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS (Q3400130) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)