Pages that link to "Item:Q5070767"
From MaRDI portal
The following pages link to OPTION PRICING USING STOCHASTIC VOLATILITY MODEL UNDER FOURIER TRANSFORM OF NONLINEAR DIFFERENTIAL EQUATION (Q5070767):
Displaying 3 items.
- Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
- Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
- Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)