Pages that link to "Item:Q1694499"
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The following pages link to Numerical studies on asymptotics of European option under multiscale stochastic volatility (Q1694499):
Displaying 4 items.
- Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
- Probabilistic numerical approach for PDE and its application in the valuation of European options (Q2770163) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
- Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)