Pages that link to "Item:Q2128181"
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The following pages link to Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181):
Displaying 7 items.
- Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
- Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
- Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (Q2339015) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
