Pages that link to "Item:Q318379"
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The following pages link to Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379):
Displayed 11 items.
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- The valid regions of Gram-Charlier densities with high-order cumulants (Q2075942) (← links)
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- Fast calibration of the libor market model with stochastic volatility and displaced diffusion (Q2190303) (← links)
- Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
- A moment-based analytic approximation of the risk-neutral density of American options (Q4585684) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)