Pages that link to "Item:Q1754533"
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The following pages link to Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533):
Displaying 4 items.
- Valuation of power options under Heston's stochastic volatility model (Q311037) (← links)
- Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482) (← links)
- Moments of the asset price for the Barndorff-Nielsen and Shephard model (Q1728116) (← links)
- An alternative form to calibrate the correlated Stein-Stein option pricing model (Q2322457) (← links)