Pages that link to "Item:Q3370596"
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The following pages link to THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596):
Displayed 20 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- Matched asymptotic expansions in financial engineering (Q2501093) (← links)
- Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
- SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- Analytical approximation method of option pricing under geometric mean-reverting process (Q3636742) (← links)
- (Q3639850) (← links)
- Perpetual Options on Multiple Underlyings (Q4585898) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS (Q5411747) (← links)
- A new numerical method for pricing fixed-rate mortgages with prepayment and default options (Q5739577) (← links)