Pages that link to "Item:Q356102"

The following pages link to The evaluation of barrier option prices under stochastic volatility (Q356102):

Displaying 34 items.

• Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
• Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
• Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
• PDE methods for pricing barrier options (Q1583144) (← links)
• An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
• Pricing external barrier options in a regime-switching model (Q1657586) (← links)
• RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428) (← links)
• Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• Closed form valuation of barrier options with stochastic barriers (Q2151659) (← links)
• Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
• An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
• Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (Q2672922) (← links)
• (Q3073111) (← links)
• An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191) (← links)
• Monte Carlo simulations with dual variables pricing of barrier options in a stochastic volatility model (Q3180402) (← links)
• Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019) (← links)
• Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk (Q4526198) (← links)
• Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk (Q4554240) (← links)
• (Q4934370) (← links)
• An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
• Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
• (Q5127517) (← links)
• NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (Q5207491) (← links)
• Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
• Two asset-barrier option under stochastic volatility (Q5373915) (← links)
• The valuation of timer power options with stochastic volatility (Q5886723) (← links)
• Valuation of barrier and lookback options under hybrid CEV and stochastic volatility (Q6104247) (← links)
• Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)
• Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)
• Pricing of timer digital power options based on stochstic volatility (Q6563856) (← links)