Pages that link to "Item:Q309162"
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The following pages link to Additive subordination and its applications in finance (Q309162):
Displaying 4 items.
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
