Pages that link to "Item:Q4602498"

The following pages link to INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498):

Displaying 8 items.

• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• An integral representation of elasticity and sensitivity for stochastic volatility models (Q1744204) (← links)
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
• A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
• PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
• On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous (Q5177619) (← links)
• Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)