Pages that link to "Item:Q2488478"
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The following pages link to On the pricing of forward starting options in Heston's model on stochastic volatility (Q2488478):
Displaying 25 items.
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← links)
- Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Model risk in the over-the-counter market (Q2076856) (← links)
- A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (Q2359987) (← links)
- On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q3005361) (← links)
- COMPLEX LOGARITHMS IN HESTON-LIKE MODELS (Q3161742) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- Pricing forward-start options in the HJM framework; evidence from the Polish market (Q4548945) (← links)
- Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates (Q4561924) (← links)
- Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps (Q4598592) (← links)
- Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- Valuation of forward start options under affine jump-diffusion models (Q5001168) (← links)
- The implied volatility of Forward-Start options: ATM short-time level, skew and curvature (Q5086415) (← links)
- Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
- <i>Quantitative Finance</i>, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q5300449) (← links)
- FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q5324401) (← links)
- A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q5459530) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
- Stationary covariance regime for affine stochastic covariance models in Hilbert spaces (Q6619589) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)
