Pages that link to "Item:Q642746"
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The following pages link to Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746):
Displaying 9 items.
- Valuation of power options under Heston's stochastic volatility model (Q311037) (← links)
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
- A new simple tree approach for the Heston's stochastic volatility model (Q2203258) (← links)
- Weak approximation of Heston model by discrete random variables (Q2228636) (← links)
- Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
- Artificial Boundary Method for European Pricing Option Problem (Q4986626) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
- Invariant solutions of the Heston model for European option with dividend yield (Q6172072) (← links)
