Pages that link to "Item:Q1969824"

The following pages link to Pricing and hedging long-term options (Q1969824):

Displaying 31 items.

• A lattice model for option pricing under GARCH-jump processes (Q385653) (← links)
• Valuing variable annuity guarantees with the multivariate Esscher transform (Q654817) (← links)
• Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
• Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
• Robust artificial neural networks for pricing of European options (Q853592) (← links)
• An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Long-term equity anticipation securities and stock market volatility dynamics (Q1302760) (← links)
• The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
• Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
• It only takes a few moments to hedge options (Q1734554) (← links)
• The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
• A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk (Q1955160) (← links)
• Wavelet-based option pricing: an empirical study (Q1991243) (← links)
• Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724) (← links)
• A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
• Testing the predictive ability of corridor implied volatility under GARCH models (Q2419785) (← links)
• Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters (Q2464227) (← links)
• Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)
• Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454) (← links)
• A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
• Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
• A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING (Q3225031) (← links)
• A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
• Guaranteed Annuity Options (Q4661677) (← links)
• Validation Of Long-Term Equity return Models For Equity-Linked Guarantees (Q5018735) (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
• On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous (Q5177619) (← links)
• Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps (Q5220943) (← links)
• Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (Q5379240) (← links)
• Dynamic Fund Protection (Q5718218) (← links)