Pages that link to "Item:Q5351667"
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The following pages link to An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667):
Displaying 4 items.
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- Leader Authenticity in Intercultural School Contexts (Q4937494) (← links)