Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269): Difference between revisions

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+STOCK LOANS
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+Convexity of the optimal stopping boundary for the American put option
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+Valuation of Stock Loans with Regime Switching
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+OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY
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+Q4509488
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+Pricing Asian options with stochastic volatility
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+Singular Perturbations for Boundary Value Problems Arising from Exotic Options
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+Geometric Asian options: valuation and calibration with stochastic volatility
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+Stochastic Volatility Corrections for Interest Rate Derivatives
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+Multiscale Stochastic Volatility Asymptotics
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+Lookback options and dynamic fund protection under multiscale stochastic volatility
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+Turbo warrants under stochastic volatility
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+Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility
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+Q4368791
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+On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
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+Singular Perturbations in Option Pricing
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+Matching asymptotics in path-dependent option pricing
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