Pages that link to "Item:Q462410"
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The following pages link to A semigroup expansion for pricing barrier options (Q462410):
Displaying 6 items.
- A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (Q3121475) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
