Pages that link to "Item:Q3306598"
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The following pages link to Finite volume method of option pricing model under uncertain volatility (Q3306598):
Displaying 12 items.
- A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model (Q611761) (← links)
- A computational scheme for uncertain volatility model in option pricing (Q1030664) (← links)
- Polynomial chaos for simulating random volatilities (Q1037788) (← links)
- Uncertain volatility models -- theory and application (Q1601918) (← links)
- Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method (Q2079124) (← links)
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- A fitted finite volume method for the valuation of options on assets with stochastic volatilities (Q2494013) (← links)
- Fitted finite volume method for pricing CO<sub>2</sub>futures option based on the underlying with non-log-normal distribution (Q2804500) (← links)
- (Q2984384) (← links)
- On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities (Q3058286) (← links)
- (Q5276979) (← links)
- Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358) (← links)