Pages that link to "Item:Q728150"
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The following pages link to Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150):
Displaying 14 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- Options with constant underlying elasticity in strikes (Q812141) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← 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)
- A new approach for pricing discounted American options (Q2656825) (← links)
- The economics of time as it is embedded in the prices of options§ (Q6158421) (← links)
- (Q6168686) (← links)
- Multifactor Heston's stochastic volatility model for European option pricing (Q6574625) (← links)
