The following pages link to (Q2782371):
Displayed 31 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- FFT based option pricing under a mean reverting process with stochastic volatility and jumps (Q534218) (← links)
- Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions (Q730541) (← links)
- The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404) (← links)
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← links)
- An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
- Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474) (← links)
- Pricing extendible options using the fast Fourier transform (Q1719223) (← links)
- FFT-network for bivariate Lévy option pricing (Q2024616) (← links)
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266) (← links)
- European rainbow option values under the two-asset Merton jump-diffusion model (Q2279888) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- An efficient pricing method for rainbow options based on two-dimensional modified sine–sine series expansions (Q2855742) (← links)
- On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q3005361) (← links)
- Efficient Options Pricing Using the Fast Fourier Transform (Q3112474) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance (Q4586037) (← links)
- Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011) (← links)
- The pricing of basket-spread options (Q5247278) (← links)
- ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
- Two asset-barrier option under stochastic volatility (Q5373915) (← links)
- Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate (Q6107577) (← links)
- Pricing two-asset rainbow options with the fast Fourier transform (Q6112085) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
- (Q6181947) (← links)