Pages that link to "Item:Q928504"

The following pages link to On the duality principle in option pricing: semimartingale setting (Q928504):

Displaying 15 items.

• Analytic models for parameter dependency in option price modelling (Q312173) (← links)
• Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
• Esscher transform and the duality principle for multidimensional semimartingales (Q983888) (← links)
• A unified approach for the pricing of options relating to averages (Q1627630) (← links)
• A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
• Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
• Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
• A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
• COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
• Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
• Semi-static hedging for certain Margrabe-type options with barriers (Q3088322) (← links)
• Exchangeability-type properties of asset prices (Q3173000) (← links)
• VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (Q5739187) (← links)
• Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)