Pages that link to "Item:Q3444863"
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The following pages link to PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863):
Displaying 7 items.
- Adaptive multidimensional integration: \textsc{vegas} enhanced (Q2129272) (← links)
- A low-bias simulation scheme for the SABR stochastic volatility model (Q2882692) (← links)
- Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts (Q2962134) (← links)
- Exact simulation of Bessel diffusions (Q3068185) (← links)
- Time Series Analysis and Calibration to Option Data: A Study of Various Asset Pricing Models (Q3459711) (← links)
- Path integral pricing of Asian options on state-dependent volatility models (Q3498562) (← links)
- ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS (Q4906524) (← links)