Pages that link to "Item:Q4594578"
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The following pages link to Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578):
Displaying 10 items.
- A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938) (← links)
- A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate (Q2202993) (← links)
- Bounds on European option prices under stochastic volatility (Q2757296) (← links)
- Using the minimal entropy martingale measure to valuate real options in multinomial lattices (Q2906072) (← links)
- Minimum cross entropy formalism of the binomial tree model for option pricing (Q2916063) (← links)
- (Q4900817) (← links)
- OPTION PRICING USING STOCHASTIC VOLATILITY MODEL UNDER FOURIER TRANSFORM OF NONLINEAR DIFFERENTIAL EQUATION (Q5070767) (← links)
- A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL (Q5112597) (← links)
- (Q5115394) (← links)
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
