Pages that link to "Item:Q3117332"
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The following pages link to On the Number of State Variables in Options Pricing (Q3117332):
Displaying 13 items.
- Variance swap with mean reversion, multifactor stochastic volatility and jumps (Q319633) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
- Market-based estimation of stochastic volatility models (Q2347717) (← links)
- Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728) (← links)
- Asymptotic expansion formula of option price under multifactor Heston model (Q2398581) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
- American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis (Q5107393) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)
