Pages that link to "Item:Q3652693"
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The following pages link to Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation (Q3652693):
Displaying 14 items.
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- Boundary conditions for the single-factor term structure equation (Q627249) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
- Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- An alternative form used to calibrate the Heston option pricing model (Q2007219) (← links)
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
- Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852) (← links)
- Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690) (← links)
- Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290) (← links)
- Credit default swaps with and without counterparty and collateral adjustments (Q3145079) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) (← links)
