Pages that link to "Item:Q323396"

The following pages link to An improved method for pricing and hedging long dated American options (Q323396):

Displayed 5 items.

• An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) ‎ (← links)
• Fast and accurate calculation of American option prices (Q1715613) ‎ (← links)
• Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) ‎ (← links)
• The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) ‎ (← links)
• VIX derivatives, hedging and vol-of-vol risk (Q2286994) ‎ (← links)