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The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation
1 个回复 - 1328 次查看【作者(必填)】Anthonie van der Stoep[/backcolor]Lech A. Grzelak[/backcolor]Cornelis W. Oosterlee[/backcolor] 【文题(必填)】 The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simula ...2018-1-28 20:12 - Bumboo - 求助成功区

The forward smile in local–stochastic volatility models
1 个回复 - 735 次查看【作者(必填)】Andrea Mazzon and Andrea Pascucci 【文题(必填)】The forward smile in local–stochastic volatility models 【年份(必填)】2017 【全文链接或数据库名称(选填)】Journal of Computational ...2017-1-18 16:05 - Bumboo - 文献求助专区

Calibrating and Pricing with a Stochastic-Local Volatility Model
4 个回复 - 1217 次查看【作者(必填)】Tian, Zhu, Lee, Klebaner, Hamza 【文题(必填)】Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】2015 【全文链接或数据库名称(选填)】Journal of Derivati ...2016-6-29 16:28 - Bumboo - 文献求助专区

Calibrating and Pricing with a Stochastic-Local Volatility Model
2 个回复 - 1505 次查看【作者(必填)】Yu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner, and Kais Hamza 【文题(必填)】 Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】 Spring 2015, Vol. 22, ...2015-6-8 12:20 - ssylzz - 求助成功区

Analytical formulas for a local volatility model with stochastic rates
1 个回复 - 1071 次查看【作者(必填)】【文题(必填)】 Analytical formulas for a local volatility model with stochastic rates【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/1469768 ...2015-1-29 00:50 - ssylzz - 求助成功区

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