Pages that link to "Item:Q2325143"
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The following pages link to Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143):
Displaying 4 items.
- Evolutionary prediction of nonstationary event popularity dynamics of Weibo social network using time-series characteristics (Q2039190) (← links)
- Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266) (← links)
- Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model (Q4986444) (← links)
- Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
