Pages that link to "Item:Q2511180"
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The following pages link to On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type (Q2511180):
Displaying 5 items.
- Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
- A finite volume approach for contingent claims valuation (Q2748866) (← links)
- The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
- Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684) (← links)