Pages that link to "Item:Q2941478"

The following pages link to Efficient Option Pricing by Frame Duality with the Fast Fourier Transform (Q2941478):

Displaying 36 items.

• Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
• Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
• An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
• An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
• Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
• Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
• Efficient pricing of European options on two underlying assets by frame duality (Q2304872) (← links)
• Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
• Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options (Q2397063) (← links)
• Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
• Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
• A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
• An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
• SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
• A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
• An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting (Q5031764) (← links)
• SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
• SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
• Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
• Computing the Gerber–Shiu function by frame duality projection (Q5743539) (← links)
• Pricing ratchet equity index annuity with mortality risk by complex Fourier series method (Q6049332) (← links)
• Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
• Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
• Spline local basis methods for nonparametric density estimation (Q6158228) (← links)