Pages that link to "Item:Q1288991"
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The following pages link to American options exercise boundary when the volatility changes randomly (Q1288991):
Displaying 13 items.
- Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- Operator trigonometry of multivariate finance (Q1049542) (← links)
- Volatility can be detrimental to option values! (Q1668616) (← links)
- American Option Valuation with Particle Filters (Q2917425) (← links)
- SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
- ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980) (← links)
- American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach (Q3515079) (← links)
- American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
