Pages that link to "Item:Q3069960"

The following pages link to PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960):

Displaying 18 items.

• Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
• A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
• Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries (Q2176382) (← links)
• Asian options and meromorphic Lévy processes (Q2255010) (← links)
• Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
• Pricing average options under time-changed Lévy processes (Q2447509) (← links)
• Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
• General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
• BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS (Q2875730) (← links)
• Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
• IMEX Methods for Pricing Fixed Strike Asian Options with Jump-Diffusion Models (Q5205236) (← links)
• Asian options on the harmonic average (Q5245894) (← links)
• A Cox model for gradually disappearing events (Q6104957) (← links)