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Publication:3102961
zbMath1232.91672MaRDI QIDQ3102961
Publication date: 25 November 2011
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Related Items (8)
Derivation of non-classical stochastic price dynamics equations ⋮ FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS ⋮ Valuing of timer path-dependent options ⋮ PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE ⋮ Unnamed Item ⋮ PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS ⋮ Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate ⋮ Stochastic asset flow equations: interdependence of trend and volatility
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