Pages that link to "Item:Q2874732"
From MaRDI portal
The following pages link to Closed-form approximation of perpetual timer option prices (Q2874732):
Displaying 6 items.
- FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS (Q3460680) (← links)
- Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model (Q4585682) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← 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)
- \( C^{1,\alpha}\) regularity for degenerate parabolic equations arising from the Heston model (Q6181191) (← links)
