PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS (Q2853376): Difference between revisions

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+Q3331506
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+Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model
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+Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
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+Path integral pricing of Asian options on state-dependent volatility models
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+ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS
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+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
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+The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
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+Sample quantiles of stochastic processes with stationary and independent ents
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+THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES
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+Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options
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+Step Options
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+THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
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+Exact simulation of Bessel diffusions
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