Pages that link to "Item:Q2873128"

The following pages link to Adjoint Expansions in Local Lévy Models (Q2873128):

Displaying 18 items.

• Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
• Expansions asymptotiques pour équations paraboliques dégénérées (Q479939) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
• Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
• A family of density expansions for Lévy-type processes (Q2258531) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
• Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio (Q3188150) (← links)
• Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
• Efficient Computation of Various Valuation Adjustments Under Local Lévy Models (Q4635249) (← links)
• CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)
• Asymptotics of Forward Implied Volatility (Q5250047) (← links)
• Analytical Expansions for Parabolic Equations (Q5264986) (← links)
• EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
• LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS (Q5411747) (← links)
• Large-maturity regimes of the Heston forward smile (Q5965371) (← links)