Pages that link to "Item:Q5944941"

The following pages link to Option pricing with stochastic volatility models. (Q5944941):

Displaying 18 items.

• Symposium on stochastic volatility: an introductory overview (Q470512) (← links)
• Pricing of bond options. Unspanned stochastic volatility and random field models. (Q946627) (← links)
• A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566) (← links)
• Alternative models for stock price dynamics. (Q1398979) (← links)
• Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478) (← links)
• CAM stochastic volatility model for option pricing (Q1793313) (← links)
• A simple model for option pricing with jumping stochastic volatility (Q2703110) (← links)
• Pricing Options with Hybrid Stochastic Volatility Models (Q2958817) (← links)
• Efficient Options Pricing Using the Fast Fourier Transform (Q3112474) (← links)
• Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
• Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time (Q4363702) (← links)
• Stochastic Volatility Models and Option Prices (Q5301479) (← links)
• (Q5702120) (← links)
• ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL (Q5863383) (← links)
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409) (← links)
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899410) (← links)
• Asset pricing with stochastic volatility (Q5929887) (← links)
• Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)