Pages that link to "Item:Q2252824"
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The following pages link to Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824):
Displaying 10 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
- Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440) (← links)
- Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
