Pages that link to "Item:Q1980756"
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The following pages link to Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities (Q1980756):
Displaying 4 items.
- An efficient accelerating method of conditional Monte-Carlo simulation for two-factor option pricing model (Q2924611) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)