Pages that link to "Item:Q1884834"
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The following pages link to Corridor options and arc-sine law. (Q1884834):
Displaying 14 items.
- On the sojourn time of a generalized Brownian meander (Q826669) (← links)
- Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
- How the sojourn time distributions of Brownian motion are affected by different forms of conditioning. (Q1423051) (← links)
- Multiple quadrature using highly oscillatory quadrature methods. (Q1427214) (← links)
- Corridor options and arc-sine law. (Q1884834) (← links)
- Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- American step options (Q2282524) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications (Q2407767) (← links)
- PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS (Q3005964) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- Valuing qualitative options with stochastic volatility (Q3650963) (← links)
- Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model (Q4682697) (← links)
