Pages that link to "Item:Q661267"

The following pages link to Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method (Q661267):

Displayed 2 items.

• LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS (Q5411747) ‎ (← links)
• LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS (Q5411991) ‎ (← links)