Pages that link to "Item:Q5256837"
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The following pages link to PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837):
Displaying 5 items.
- Correction to: ``Pricing two-asset alternating barrier options with icicles and their variations'' (Q2131927) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
- Two asset-barrier option under stochastic volatility (Q5373915) (← links)