Pages that link to "Item:Q970137"
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The following pages link to American option pricing under stochastic volatility: an empirical evaluation (Q970137):
Displaying 14 items.
- American option pricing under two stochastic volatility processes (Q278970) (← links)
- Empirical option pricing: A retrospection (Q1398987) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
- Empirical pricing American put options (Q2888935) (← links)
- American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
- The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
- (Q4239632) (← links)
- (Q4821168) (← links)
- Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis (Q5107393) (← links)
- Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)