Pages that link to "Item:Q3605234"
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The following pages link to Turbo warrants under stochastic volatility (Q3605234):
Displaying 12 items.
- Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility (Q370128) (← links)
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility (Q902968) (← links)
- Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
- Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424) (← links)
- Turbo warrants under hybrid stochastic and local volatility (Q1724051) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
- Pricing collar options with stochastic volatility (Q2403864) (← links)
- Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)