Pages that link to "Item:Q5746758"
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The following pages link to The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758):
Displayed 9 items.
- The implication of missing the optimal-exercise time of an American option (Q319234) (← links)
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- An improvement of an analytical approximation method for American options (Q2247338) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)