Pages that link to "Item:Q1265918"
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The following pages link to An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918):
Displayed 14 items.
- Option pricing by mean correcting method for non-Gaussian Lévy processes (Q381063) (← links)
- Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
- Note on option pricing by actuarial considerations (Q882876) (← links)
- New method to option pricing for the general Black-Scholes model -- an actuarial approach (Q1430587) (← links)
- Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889) (← links)
- An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate (Q1782016) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
- A convergence result in the estimation of Markov chains with application to compound options (Q2431715) (← links)
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- AN ANALYTICAL APPROACH TO MERTON'S RATIONAL OPTION PRICING THEORY (Q3521629) (← links)
- Pricing risk when distributions are fat tailed (Q4822459) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)