Pages that link to "Item:Q2349261"

The following pages link to Pricing vulnerable options under a stochastic volatility model (Q2349261):

Displaying 44 items.

• Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
• Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
• The pricing of vulnerable options with double Mellin transforms (Q465177) (← links)
• A closed form solution for vulnerable options with Heston's stochastic volatility (Q508190) (← links)
• Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
• The pricing of dynamic fund protection with default risk (Q679581) (← links)
• Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
• Pricing and hedging vulnerable option with funding costs and collateral (Q1663930) (← links)
• Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
• A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945) (← links)
• Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358) (← links)
• Pricing spread options with stochastic interest rates (Q1719038) (← links)
• Pricing of defaultable options with multiscale generalized Heston's stochastic volatility (Q1996984) (← links)
• Valuing vulnerable geometric Asian options (Q2006638) (← links)
• Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
• Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
• Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
• The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976) (← links)
• Vulnerable options pricing under uncertain volatility model (Q2068116) (← links)
• Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
• An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
• Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
• Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
• Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384) (← links)
• Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
• Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
• Pricing collar options with stochastic volatility (Q2403864) (← links)
• Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
• Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
• Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
• Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
• PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION (Q4628409) (← links)
• VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)
• (Q5083071) (← links)
• (Q5094642) (← links)
• ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK (Q5358107) (← links)
• PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES (Q5358108) (← 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 vulnerable options under jump diffusion processes using double Mellin transform (Q6171523) (← links)
• Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
• Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
• Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)