Pages that link to "Item:Q841855"
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The following pages link to A stochastic correlation model with mean reversion for pricing multi-asset options (Q841855):
Displaying 11 items.
- The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
- An analytically tractable model for pricing multiasset options with correlated jump-diffusion equity processes and a two-factor stochastic yield curve (Q670282) (← links)
- A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
- Stocks recommendation from large datasets using important company and economic indicators (Q2166082) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- A closed-form solution for outperformance options with stochastic correlation and stochastic volatility (Q2351280) (← links)
- Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
- Equity correlations implied by index options: estimation and model uncertainty analysis (Q2847242) (← links)
- Multi-name assets exchange option pricing simulation based on pair-copulas (Q2916844) (← links)
- Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
- WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK (Q4902547) (← links)
