Pages that link to "Item:Q3523556"
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The following pages link to CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS (Q3523556):
Displayed 10 items.
- A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework (Q625671) (← links)
- An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- A simple and fast method for valuing American knock-out options with rebates (Q1681693) (← links)
- Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Pricing and hedging foreign equity options under Hawkes jump-diffusion processes (Q2164552) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238) (← links)