Pages that link to "Item:Q3067160"
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The following pages link to A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160):
Displaying 4 items.
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME (Q2853382) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
