Pages that link to "Item:Q2347727"

The following pages link to Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727):

Displaying 9 items.

• American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
• Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
• Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
• The numerical simulation of Quanto option prices using Bayesian statistical methods (Q2066039) (← links)
• Aumann-Serrano index of risk in portfolio optimization (Q2067257) (← links)
• Robustness analysis on the pricing of some options on two assets with delays (Q2163926) (← links)
• A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
• Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
• Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)