Pages that link to "Item:Q2029429"

The following pages link to Pricing external barrier options under a stochastic volatility model (Q2029429):

Displaying 19 items.

• The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
• An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
• An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
• Pricing external barrier options in a regime-switching model (Q1657586) (← links)
• Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
• Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
• Pricing multi-asset options with an external barrier (Q2703112) (← links)
• Pricing external-chained barrier options with exponential barriers (Q2828687) (← links)
• (Q3073111) (← links)
• An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191) (← links)
• AN APPROXIMATE BARRIER OPTION MODEL FOR VALUING EXECUTIVE STOCK OPTIONS (Q4642058) (← links)
• (Q5127517) (← links)
• Two asset-barrier option under stochastic volatility (Q5373915) (← links)
• The valuation of timer power options with stochastic volatility (Q5886723) (← links)
• Valuing of timer path-dependent options (Q6089609) (← links)
• Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
• (Q6168686) (← links)
• Pricing of timer digital power options based on stochstic volatility (Q6563856) (← links)
• Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)