Pages that link to "Item:Q5363204"
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The following pages link to A General Formula for Option Prices in a Stochastic Volatility Model (Q5363204):
Displaying 7 items.
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- (Q3501021) (← links)
- Unifying pricing formula for several stochastic volatility models with jumps (Q4620219) (← links)
- Option pricing: the reduced-form SDE model (Q5072126) (← links)