Pages that link to "Item:Q882460"

The following pages link to Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460):

Displaying 23 items.

• Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
• Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
• The pricing of dynamic fund protection with default risk (Q679581) (← links)
• Pricing dynamic fund protections with regime switching (Q896790) (← links)
• Matching asymptotics in path-dependent option pricing (Q968852) (← links)
• Turbo warrants under hybrid stochastic and local volatility (Q1724051) (← links)
• Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
• Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
• Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
• Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266) (← links)
• Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
• Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
• Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
• Robust investment-reinsurance optimization with multiscale stochastic volatility (Q2347077) (← links)
• Pricing collar options with stochastic volatility (Q2403864) (← links)
• A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
• Turbo warrants under stochastic volatility (Q3605234) (← links)
• Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697) (← links)
• Valuation of Discrete Dynamic Fund Protection Under Lévy Processes (Q5029063) (← links)
• Dynamic Fund Protection for Property Markets (Q5043476) (← links)
• A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options (Q5414507) (← links)
• (Q5886723) (← links)
• (Q6043631) (← links)