Pages that link to "Item:Q2869978"
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The following pages link to General approximation schemes for option prices in stochastic volatility models (Q2869978):
Displaying 15 items.
- A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
- Asymptotic analysis for stochastic volatility: Edgeworth expansion (Q638406) (← links)
- Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713) (← links)
- A decomposition formula for option prices in the Heston model and applications to option pricing approximation (Q1761451) (← links)
- Option prices under stochastic volatility (Q1761552) (← links)
- Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444) (← links)
- A general closed form option pricing formula (Q2418424) (← links)
- Saddlepoint approximations to option price in a general equilibrium model (Q2483862) (← links)
- (Q2984384) (← links)
- From characteristic functions to implied volatility expansions (Q3450511) (← links)
- AN ASYMPTOTIC VALUATION FOR THE OPTION UNDER A GENERAL STOCHASTIC VOLATILITY(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803741) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
- Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134) (← links)
