Pages that link to "Item:Q5886723"
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The following pages link to The valuation of timer power options with stochastic volatility (Q5886723):
Displaying 3 items.
- Closed-form approximation of perpetual timer option prices (Q2874732) (← links)
- PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
- Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)