Pages that link to "Item:Q323396"
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The following pages link to An improved method for pricing and hedging long dated American options (Q323396):
Displaying 5 items.
- An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)