Pages that link to "Item:Q5370796"
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The following pages link to PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796):
Displaying 5 items.
- Pricing of quanto option under the Hull and White stochastic volatility model (Q2851116) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)
- PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
- Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)
- \( C^{1,\alpha}\) regularity for degenerate parabolic equations arising from the Heston model (Q6181191) (← links)
