Pages that link to "Item:Q5001107"

The following pages link to American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107):

Displaying 8 items.

• Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
• Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
• Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
• Optimal Retirement Under Partial Information (Q5868936) (← links)
• (Q6043631) (← links)
• Valuing of timer path-dependent options (Q6089609) (← links)