Pages that link to "Item:Q5051203"
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The following pages link to A closed-form approximation formula for pricing European options under a three-factor model (Q5051203):
Displaying 3 items.
- A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146) (← links)
- Closed-form formulae for European options under three-factor models (Q2660490) (← links)
- Fast Ninomiya–Victoir calibration of the double-mean-reverting model (Q2871434) (← links)