The following pages link to (Q5195938):
Displaying 5 items.
- A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- (Q5260209) (← links)
- FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q5324401) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)