Pages that link to "Item:Q5234286"
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The following pages link to American option pricing under the double Heston model based on asymptotic expansion (Q5234286):
Displaying 12 items.
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Artificial neural network for option pricing with and without asymptotic correction (Q5014190) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
- A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps (Q5093699) (← links)
- Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
- Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate (Q6107577) (← links)
- Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)
