The following pages link to (Q5260445):
Displaying 6 items.
- Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
- Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach (Q701832) (← links)
- A dual martingale method for the option pricing of the stock prices following the O-U process (Q2824684) (← links)
- Pricing of power option with underlying assets following jumping diffusion process (Q2860664) (← links)
- Pricing of power European options based on Tsallis entropy and O-U process under stochastic interest rate (Q3132379) (← links)
- (Q5115394) (← links)