Pages that link to "Item:Q2945109"
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The following pages link to Option pricing with dynamically correlated stochastic interest rate (Q2945109):
Displaying 6 items.
- Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps (Q511485) (← links)
- Option pricing under stochastic interest rates: an empirical investigation (Q1418790) (← links)
- An alternative form to calibrate the correlated Stein-Stein option pricing model (Q2322457) (← links)
- OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045) (← 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)