Pages that link to "Item:Q972953"
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The following pages link to A new analytical approximation for European puts with stochastic volatility (Q972953):
Displaying 7 items.
- Asymptotic analysis for stochastic volatility: Edgeworth expansion (Q638406) (← links)
- An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408) (← links)
- A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
- A robust spectral method for solving Heston's model (Q2247922) (← links)
- SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
- AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← links)
- Invariant solutions of the Heston model for European option with dividend yield (Q6172072) (← links)
