Pages that link to "Item:Q2691481"
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The following pages link to Pricing vulnerable fader options under stochastic volatility models (Q2691481):
Displaying 4 items.
- Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)