Pages that link to "Item:Q5374083"

The following pages link to Stock Price Distributions with Stochastic Volatility: An Analytic Approach (Q5374083):

Displaying 50 items.

• Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process (Q256762) (← links)
• The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
• Valuation of power options under Heston's stochastic volatility model (Q311037) (← links)
• The implication of missing the optimal-exercise time of an American option (Q319234) (← links)
• An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
• On calibration of stochastic and fractional stochastic volatility models (Q323465) (← links)
• Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
• An empirical comparison of two stochastic volatility models using Indian market data (Q370874) (← links)
• American stochastic volatility call option pricing: a lattice based approach (Q375256) (← links)
• Options markets, self-fulfilling prophecies, and implied volatilities (Q375353) (← links)
• Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540) (← links)
• A lattice model for option pricing under GARCH-jump processes (Q385653) (← links)
• Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
• Analytically tractable stochastic stock price models. (Q434149) (← links)
• Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients (Q435852) (← links)
• The hierarchical-likelihood approach to autoregressive stochastic volatility models (Q452568) (← links)
• Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
• The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
• A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
• Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
• Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
• Stochastic volatility with regime switching and uncertain noise: filtering with sub-linear expectations (Q523969) (← links)
• Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
• Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
• Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589) (← links)
• A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
• Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← links)
• Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
• An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
• Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
• Pricing variance swaps under stochastic volatility and stochastic interest rate (Q671068) (← links)
• An efficient control variate method for pricing variance derivatives (Q711233) (← links)
• Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482) (← links)
• DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
• Approximating stochastic volatility by recombinant trees (Q744390) (← links)
• Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
• Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
• A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
• Comparison of option prices in semimartingale models (Q854274) (← links)
• A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
• Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (Q857097) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Dupire-like identities for complex options (Q869454) (← links)
• Characterisation of optimal dual measures via distortion (Q882491) (← links)
• Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
• On changes of measure in stochastic volatility models (Q937484) (← links)
• GARCH option pricing: A semiparametric approach (Q938035) (← links)
• Determinants of S\&P 500 index option returns (Q941727) (← links)