Pages that link to "Item:Q4585681"
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The following pages link to Market calibration under a long memory stochastic volatility model (Q4585681):
Displaying 7 items.
- Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- Calibration and simulation of Heston model (Q2364763) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models (Q5030643) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)