DerivaGem

swMATH13159MaRDI QIDQ25076FDOQ25076

Author name not available (Why is that?)

Cited In (21)

• Downside risks in EU carbon and fossil fuel markets
• Weak Galerkin finite element method for valuation of American options
• Stochastic volatility models and the pricing of VIX options
• Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations
• A fast numerical method for the valuation of American lookback put options
• EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS
• Jumping hedges on the strength of the Mellin transform
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
• Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach
• Estimating default barriers from market information
• A new elementary geometric approach to option pricing bounds in discrete time models
• Projection and Contraction Method for the Valuation of American Options
• Predicting DAX trends from Dow Jones data by methods of the mathematical theory of democracy
• OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS
• Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation
• Front-fixing FEMs for the pricing of American options based on a PML technique
• On a mixture vector autoregressive model
• Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option
• Options strategies with the risk adjustment
• An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics
• Stochastically weighted stochastic dominance concepts with an application in capital budgeting

This page was built for software: DerivaGem