Pages that link to "Item:Q4608114"
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The following pages link to EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114):
Displaying 11 items.
- An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
- Strong consistency of the empirical martingale simulation option price estimator (Q1036915) (← links)
- Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713) (← links)
- VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
- On explicit local solutions of Itô diffusions (Q1733803) (← links)
- Explicit solution simulation method for the 3/2 model (Q2080170) (← links)
- Combined multiplicative-Heston model for stochastic volatility (Q2143315) (← links)
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432) (← links)
- Series Expansions and Direct Inversion for the Heston Model (Q4988549) (← links)
- BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES (Q5221479) (← links)
- Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440) (← links)
