Pages that link to "Item:Q5094574"
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The following pages link to Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility (Q5094574):
Displaying 4 items.
- Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713) (← links)
- Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)
- Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684) (← links)