Pages that link to "Item:Q2111571"
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The following pages link to A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching (Q2111571):
Displaying 9 items.
- A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
- An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408) (← links)
- A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146) (← links)
- A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
- Closed-form formulae for European options under three-factor models (Q2660490) (← links)
- A closed-form approximation formula for pricing European options under a three-factor model (Q5051203) (← links)
- A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY (Q5051212) (← links)
- Analytically pricing European options with a two-factor Stein-Stein model (Q6126086) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)
