Pages that link to "Item:Q973979"

The following pages link to The Black-Scholes equation in stochastic volatility models (Q973979):

Displaying 45 items.

• Outperforming the market portfolio with a given probability (Q453241) (← links)
• A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model (Q501780) (← links)
• The sustainable Black-Scholes equations (Q1622632) (← links)
• Black-Scholes in a CEV random environment (Q1648901) (← links)
• Weighted average price in the Heston stochastic volatility model (Q1693861) (← links)
• Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
• Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
• ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
• Singular risk-neutral valuation equations (Q1761441) (← links)
• Black-Scholes model under subordination (Q1860811) (← links)
• Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model (Q1888906) (← links)
• Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations (Q2078650) (← links)
• General solution of the Black-Scholes boundary-value problem (Q2153203) (← links)
• Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology (Q2166902) (← links)
• European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
• The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (Q2203171) (← links)
• The exact traveling wave solutions of a class of generalized Black-Scholes equation (Q2335227) (← links)
• On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399) (← links)
• A boundary point lemma for Black-Scholes type operators (Q2474763) (← links)
• Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model (Q2661015) (← links)
• The Heston stochastic volatility model has a boundary trace at zero volatility (Q2680218) (← links)
• Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
• Monotonicity of prices in Heston model (Q2841333) (← links)
• Efficient and stable numerical solution of the Heston–Cox–Ingersoll–Ross partial differential equation by alternating direction implicit finite difference schemes (Q2874319) (← links)
• Existence of optimal parameters for the Black-Scholes option pricing model (Q2914848) (← links)
• Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290) (← links)
• Boundary conditions for computing densities in hybrid models via PDE methods (Q3145084) (← links)
• A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
• Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060) (← links)
• General Black-Scholes models accounting for increased market volatility from hedging strategies (Q4541555) (← links)
• Equivalent Black volatilities (Q4541572) (← links)
• Derivation of the Black–Scholes Equation from Basic Principles (Q4581743) (← links)
• Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
• (Q4605029) (← links)
• (Q4907374) (← links)
• Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (Q4988556) (← links)
• An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance (Q5057699) (← links)
• Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
• Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
• Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
• EUROPEAN OPTIONS SENSITIVITY WITH RESPECT TO THE CORRELATION FOR MULTIDIMENSIONAL HESTON MODELS (Q5420695) (← links)
• Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions (Q5496621) (← links)
• On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130) (← links)
• Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
• Pricing American put option using RBF-NN: new simulation of Black-Scholes (Q6491266) (← links)