Pages that link to "Item:Q4634821"
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The following pages link to Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821):
Displaying 4 items.
- Numerical studies on asymptotics of European option under multiscale stochastic volatility (Q1694499) (← links)
- An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
- Asymptotic expansion formula of option price under multifactor Heston model (Q2398581) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)