Pages that link to "Item:Q5107393"
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The following pages link to American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis (Q5107393):
Displaying 8 items.
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
- Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)
- Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)
