Pages that link to "Item:Q5239770"
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The following pages link to AN APPROXIMATED EUROPEAN OPTION PRICE UNDER STOCHASTIC ELASTICITY OF VARIANCE USING MELLIN TRANSFORMS (Q5239770):
Displaying 4 items.
- An approximate Malliavin weight for variance gamma process: sensitivity analysis of European style options (Q425903) (← links)
- Multiscale stochastic elasticity of variance for options and equity linked annuity; a Mellin transform approach (Q2666525) (← links)
- New approach and analysis of the generalized constant elasticity of variance model (Q6581468) (← links)
- A Mellin transform approach to pricing barrier options under stochastic elasticity of variance (Q6581470) (← links)