Pages that link to "Item:Q5265241"
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The following pages link to AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241):
Displaying 6 items.
- A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146) (← links)
- Bounds on European option prices under stochastic volatility (Q2757296) (← links)
- An analytical approximation for pricing VWAP options (Q4555128) (← links)
- A Behavioural Approach to the Pricing of European Options (Q4561916) (← links)
- Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)
- European option pricing when the riskfree interest rate follows a jump process (Q4951471) (← links)