Pages that link to "Item:Q2020499"
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The following pages link to Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499):
Displaying 8 items.
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
- Option pricing under double Heston model with approximative fractional stochastic volatility (Q6483899) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)
