Pages that link to "Item:Q550461"
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The following pages link to Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461):
Displaying 13 items.
- Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
- To expand and to abandon: real options under asset variance risk premium (Q2116895) (← links)
- On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615) (← links)
- An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model. (Q2315470) (← links)
- Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (Q2339015) (← links)
- A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (Q2339349) (← links)
- Pricing of options in the singular perturbed stochastic volatility model (Q2400320) (← links)
- Pricing of perpetual American put with fast diffusion process (Q2858850) (← links)
- Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
- (Q6043631) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
