Pages that link to "Item:Q5373910"
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The following pages link to Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910):
Displaying 17 items.
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- 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)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- Efficient pricing of European options on two underlying assets by frame duality (Q2304872) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
- A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
- Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- ANALYTICAL PATH-INTEGRAL PRICING OF DETERMINISTIC MOVING-BARRIER OPTIONS UNDER NON-GAUSSIAN DISTRIBUTIONS (Q5221481) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
