Pages that link to "Item:Q322636"
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The following pages link to Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636):
Displaying 7 items.
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
- On the calibration of the 3/2 model (Q1734372) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
