Pages that link to "Item:Q5158756"

The following pages link to PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756):

Displaying 6 items.

• Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
• Closed-form approximation of perpetual timer option prices (Q2874732) (← links)
• INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
• Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)
• The valuation of timer power options with stochastic volatility (Q5886723) (← links)
• \( C^{1,\alpha}\) regularity for degenerate parabolic equations arising from the Heston model (Q6181191) (← links)