Pages that link to "Item:Q4558891"
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The following pages link to Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus (Q4558891):
Displaying 4 items.
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Unifying pricing formula for several stochastic volatility models with jumps (Q4620219) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- Short Communication: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: A Malliavin Representation (Q5131408) (← links)