Pages that link to "Item:Q1794087"
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The following pages link to Option price decomposition in spot-dependent volatility models and some applications (Q1794087):
Displaying 7 items.
- A generic decomposition formula for pricing vanilla options under stochastic volatility models (Q274843) (← links)
- A decomposition formula for option prices in the Heston model and applications to option pricing approximation (Q1761451) (← links)
- (Q4542928) (← links)
- Proper Orthogonal Decomposition in Option Pricing (Q4626517) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- APPROXIMATE OPTION PRICING FORMULA FOR BARNDORFF-NIELSEN AND SHEPHARD MODEL (Q5066302) (← links)
- Approximate option pricing under a two-factor Heston-Kou stochastic volatility model (Q6149566) (← links)