Pages that link to "Item:Q5464335"
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The following pages link to ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335):
Displaying 19 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- Indifference valuation in incomplete binomial models (Q613732) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
- Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
- Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Monotonicity of prices in Heston model (Q2841333) (← links)
- A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
- A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538) (← links)
- (Q3431002) (← links)
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
- (Q5705853) (← links)
