Pages that link to "Item:Q3636740"
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The following pages link to A fourth-order smoothing scheme for pricing barrier options under stochastic volatility (Q3636740):
Displaying 5 items.
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
- A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)