Pages that link to "Item:Q5414507"
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The following pages link to A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options (Q5414507):
Displaying 4 items.
- Asymptotic analysis for stochastic volatility: Edgeworth expansion (Q638406) (← links)
- Uniform asymptotic expansions for pricing European options (Q816972) (← links)
- Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)
- A simple approach for multi-fidelity experimentation applied to financial engineering (Q6574667) (← links)