Pages that link to "Item:Q4635240"
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The following pages link to Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240):
Displayed 6 items.
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- A transform-based method for pricing Asian options under general two-dimensional models (Q6067803) (← links)
- Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)
