Pages that link to "Item:Q1621902"
From MaRDI portal
The following pages link to An analytical approximation for single barrier options under stochastic volatility models (Q1621902):
Displaying 12 items.
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- Pricing discrete barrier options under stochastic volatility (Q1929151) (← links)
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
- Closed form valuation of barrier options with stochastic barriers (Q2151659) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191) (← links)
- Artificial neural network for option pricing with and without asymptotic correction (Q5014190) (← links)
- Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
- Binomial Approximations for Barrier Options of Israeli Style (Q5198539) (← links)
- Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
- Pricing discrete barrier options under the jump-diffusion model with stochastic volatility and stochastic intensity (Q6564802) (← links)
