Pages that link to "Item:Q5112597"
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The following pages link to A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL (Q5112597):
Displaying 3 items.
- A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146) (← links)
- Heston-GA hybrid option pricing model based on ResNet50 (Q2088431) (← links)
- A closed-form approximation formula for pricing European options under a three-factor model (Q5051203) (← links)