Pages that link to "Item:Q3502207"
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The following pages link to Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207):
Displaying 18 items.
- Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
- Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
- Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
- Pricing mining concessions based on combined multinomial pricing model (Q2398570) (← links)
- A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)
- Pricing European and American options in the Heston model with accelerated explicit finite differencing methods (Q2841332) (← links)
- Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
- Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038) (← links)
- Sequential Monte Carlo Methods for Option Pricing (Q3168706) (← links)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
- A stochastic local volatility technique for TARN options (Q5030544) (← links)
- Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market (Q5245903) (← links)
