Pages that link to "Item:Q500382"
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The following pages link to Simulating from the Heston model: a gamma approximation scheme (Q500382):
Displaying 6 items.
- Gamma expansion of the Heston stochastic volatility model (Q483714) (← links)
- Explicit solution simulation method for the 3/2 model (Q2080170) (← links)
- Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation (Q5220864) (← links)
- A NOVEL ANALYTICAL APPROACH FOR PRICING DISCRETELY SAMPLED GAMMA SWAPS IN THE HESTON MODEL (Q5369443) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)