Pages that link to "Item:Q5697327"
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The following pages link to Stochastic volatility and the goodness-of-fit of the Heston model (Q5697327):
Displaying 13 items.
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
- On the source of stochastic volatility: evidence from CAC40 index options during the subprime crisis (Q1619987) (← links)
- On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
- Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097) (← links)
- On the density of log-spot in the Heston volatility model (Q2638360) (← links)
- A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (Q3084598) (← links)
- The Heston model with stochastic elasticity of variance (Q4620171) (← links)
- A Note on Efficient Fitting of Stochastic Volatility Models (Q4997694) (← links)
- THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL (Q5371135) (← links)
- A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q5459530) (← links)
- On the Convexity Correction Approximation in Pricing Volatility Swaps and VIX Futures (Q5874583) (← links)
- Conditioning diffusions with respect to incomplete observations (Q6190220) (← links)
