Pages that link to "Item:Q2258531"

The following pages link to A family of density expansions for Lévy-type processes (Q2258531):

Displaying 15 items.

• Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
• Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
• Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity (Q1630666) (← links)
• Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
• Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
• Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
• Reduction and reconstruction of stochastic differential equations via symmetries (Q2951770) (← links)
• Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio (Q3188150) (← links)
• Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
• Efficient Computation of Various Valuation Adjustments Under Local Lévy Models (Q4635249) (← links)
• Multiscale exponential Lévy-type models (Q4682996) (← links)
• A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
• Analytical Expansions for Parabolic Equations (Q5264986) (← links)
• EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
• MULTI-CURRENCY CREDIT DEFAULT SWAPS (Q5384682) (← links)