Pages that link to "Item:Q2501093"
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The following pages link to Matched asymptotic expansions in financial engineering (Q2501093):
Displayed 13 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
- Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
- Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
- Essentially exact asymptotic solutions for Asian derivatives (Q2888863) (← links)
- SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980) (← links)
- A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options (Q3445892) (← links)
- Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls (Q3532293) (← links)
- THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (Q3643591) (← links)
- Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (Q3652697) (← links)