Pages that link to "Item:Q2347727"

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

Displayed 8 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)
• Econometric analysis of financial derivatives: an overview (Q2347714) ‎ (← links)
• FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) ‎ (← links)
• Tempered stable processes with time-varying exponential tails (Q5072913) ‎ (← links)