Pages that link to "Item:Q5863383"
From MaRDI portal
The following pages link to ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL (Q5863383):
Displaying 5 items.
- Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
- (Q3426605) (← links)
- Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)
- AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)