Pages that link to "Item:Q5300440"
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The following pages link to Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440):
Displaying 6 items.
- Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion (Q1041301) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- Monotonicity of prices in Heston model (Q2841333) (← links)
- Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
- Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility (Q5094574) (← links)
- Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684) (← links)