Pages that link to "Item:Q6483899"
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The following pages link to Option pricing under double Heston model with approximative fractional stochastic volatility (Q6483899):
Displaying 5 items.
- Does the Hurst index matter for option prices under fractional volatility? (Q525208) (← links)
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)