Pages that link to "Item:Q899403"

The following pages link to Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403):

Displaying 9 items.

• The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
• Option prices under stochastic volatility (Q1761552) (← links)
• Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
• Option pricing when correlations are stochastic: an analytical framework (Q2425554) (← links)
• Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792) (← links)
• General approximation schemes for option prices in stochastic volatility models (Q2869978) (← links)
• Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
• $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (Q5033264) (← links)
• Portfolio problem for the \(\alpha\)-hypergeometric stochastic volatility model with consumption (Q6648741) (← links)