The following pages link to (Q5227505):
Displaying 11 items.
- American option pricing under two stochastic volatility processes (Q278970) (← links)
- American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
- The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
- Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function (Q5068223) (← links)
- (Q5085891) (← links)
- Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
- (Q5297395) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)
- Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)
