Pages that link to "Item:Q5038294"
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The following pages link to European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294):
Displaying 15 items.
- A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
- Valuation of European option under uncertain volatility model (Q1800249) (← links)
- European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield (Q2114280) (← links)
- European option pricing under fuzzy CEV model (Q2696948) (← links)
- Bounds on European option prices under stochastic volatility (Q2757296) (← links)
- (Q2987613) (← links)
- (Q2994457) (← links)
- A Behavioural Approach to the Pricing of European Options (Q4561916) (← links)
- Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
- Robust deep hedging (Q5092659) (← links)
- AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← links)
- EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930) (← links)
- Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358) (← links)
- Deep signature FBSDE algorithm (Q6164091) (← links)
