The following pages link to (Q4224351):
Displaying 22 items.
- Options with constant underlying elasticity in strikes (Q812141) (← links)
- On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Unifying exotic option closed formulas (Q1937834) (← links)
- Resonance phenomena in option pricing with arbitrage (Q2067175) (← links)
- A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
- Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
- A new concept of reliability system and applications in finance (Q2150787) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- Pricing collar options with stochastic volatility (Q2403864) (← links)
- The effects of changing margin levels on futures options price (Q2461310) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- A NEW METHOD OF PRICING LOOKBACK OPTIONS (Q3370588) (← links)
- Pricing options with Green's functions when volatility, interest rate and barriers depend on time (Q3498560) (← links)
- Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238) (← links)
- Approximated moment-matching dynamics for basket-options pricing (Q4647590) (← links)
- Fair Valuation of Equity-Linked Policies under Insurer Default Risk (Q5168713) (← links)
- Pricing Lookback Options and Dynamic Guarantees (Q5715904) (← links)
- Valuing Equity-Indexed Annuities (Q5718140) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- On the convergence scheme in the CRR model (Q6169081) (← links)
- Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)
