Pages that link to "Item:Q2788692"
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The following pages link to Bessel processes, stochastic volatility, and timer options (Q2788692):
Displaying 15 items.
- Call option prices based on Bessel processes (Q539516) (← links)
- Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- (Q3369466) (← links)
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
- Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)
- PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796) (← links)
- The valuation of timer power options with stochastic volatility (Q5886723) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
- Pricing of timer digital power options based on stochstic volatility (Q6563856) (← links)
- Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)
