Pages that link to "Item:Q855464"
From MaRDI portal
The following pages link to Lie-algebraic approach for pricing moving barrier options with time-dependent parameters (Q855464):
Displaying 13 items.
- Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities (Q356761) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
- Lie theory: Applications to problems in mathematical finance and economics (Q1004433) (← links)
- Valuing time-dependent CEV barrier options (Q1040026) (← links)
- Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
- Symmetry-based solution of a model for a combination of a risky investment and a riskless investment (Q2371853) (← links)
- Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models (Q2375471) (← links)
- Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
- Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)
