Pages that link to "Item:Q486871"
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The following pages link to European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process (Q486871):
Displaying 3 items.
- Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
- Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
- An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)