Pages that link to "Item:Q2804910"

The following pages link to A versatile approach for stochastic correlation using hyperbolic functions (Q2804910):

Displaying 10 items.

• The pricing of Quanto options under dynamic correlation (Q457739) (← links)
• A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
• Comparison of stochastic correlation models (Q2314458) (← links)
• On the Heston model with stochastic correlation (Q2828053) (← links)
• QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (Q4584705) (← links)
• Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
• Modelling and Calibration of Stochastic Correlation in Finance (Q4626495) (← links)
• The Dynamic Correlation Model and Its Application to the Heston Model (Q4689924) (← links)
• A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
• Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)