Pages that link to "Item:Q3502982"
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The following pages link to BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE (Q3502982):
Displaying 4 items.
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- Burgers and Black–Merton–Scholes equations with real time variable and complex spatial variable (Q2844798) (← links)
- CONSTANT ELASTICITY OF VARIANCE IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE AND LEVERAGE EFFECT (Q3503117) (← links)
- Short Communication: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: A Malliavin Representation (Q5131408) (← links)