Pages that link to "Item:Q2430252"
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The following pages link to Local time and the pricing of path-dependent options (Q2430252):
Displaying 9 items.
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (Q2170290) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Ruin probability in a risk model with variable premium intensity and risky investments (Q3458962) (← links)
