Pages that link to "Item:Q2471737"

The following pages link to An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737):

Displaying 15 items.

• Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
• Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility (Q484871) (← links)
• A unified approach for the pricing of options relating to averages (Q1627630) (← links)
• An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
• Momentum-space approach to asymptotic expansion for stochastic filtering (Q2434137) (← links)
• An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
• NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME (Q2853382) (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
• FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (Q4649507) (← links)
• REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS (Q5010065) (← links)
• Artificial neural network for option pricing with and without asymptotic correction (Q5014190) (← links)
• A chaos expansion approach under hybrid volatility models (Q5247273) (← links)
• AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← links)