Pages that link to "Item:Q4994397"
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The following pages link to Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants (Q4994397):
Displaying 4 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
- (Q4791402) (← links)
- Black-Scholes approximation of warrant prices: slight return in a low interest rate environment (Q6547038) (← links)