Pages that link to "Item:Q1991237"
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The following pages link to A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237):
Displaying 9 items.
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
- Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
- On pricing of discrete Asian and Lookback options under the Heston model (Q6625112) (← links)
