Pages that link to "Item:Q1376239"
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The following pages link to Option pricing in the presence of natural boundaries and a quadratic diffusion term (Q1376239):
Displayed 14 items.
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- The waterline tree for separable local-volatility models (Q2013448) (← links)
- Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166) (← links)
- Dynamics of Spot, Forward, and Futures Libor Rates (Q4216123) (← links)
- The pricing of derivatives on assets with quadratic volatility (Q4551199) (← links)
- A two-state jump model (Q4647253) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- On model robustness of the regime switching approach for pegged foreign exchange markets (Q5092650) (← links)
- Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
- Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) (← links)
- Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)