Pages that link to "Item:Q5484638"
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The following pages link to A new technique for calibrating stochastic volatility models: the Malliavin gradient method (Q5484638):
Displaying 8 items.
- On the non-equilibrium density of geometric mean reversion (Q962018) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus (Q1645191) (← links)
- The Malliavin gradient method for the calibration of stochastic dynamical models (Q2493710) (← links)
- Modelling fundamental analysis in portfolio selection (Q4554497) (← links)
- (Q4645358) (← links)
- IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399) (← links)
- Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)