The following pages link to Julien Hok (Q2292055):
Displaying 7 items.
- Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods (Q2292056) (← links)
- Option pricing with Legendre polynomials (Q2628349) (← links)
- Forward implied volatility expansion in time-dependent local volatility models (Q3465135) (← links)
- EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL (Q4634643) (← links)
- EXPANSION FORMULAS FOR BIVARIATE PAYOFFS WITH APPLICATION TO BEST-OF OPTIONS ON EQUITY AND INFLATION (Q4979883) (← links)
- Speeding up the Euler scheme for killed diffusions (Q6565558) (← links)
- FX Open Forward (Q6657683) (← links)
