Pages that link to "Item:Q295695"
From MaRDI portal
The following pages link to A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695):
Displaying 5 items.
- A fast calibrating volatility model for option pricing (Q319158) (← links)
- A computational scheme for uncertain volatility model in option pricing (Q1030664) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- General approximation schemes for option prices in stochastic volatility models (Q2869978) (← links)
- On the numerical evaluation of option prices in the variance gamma model (Q3603600) (← links)