Pages that link to "Item:Q2501093"

The following pages link to Matched asymptotic expansions in financial engineering (Q2501093):

Displaying 9 items.

• Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
• On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
• Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
• Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
• Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
• Matching asymptotics in path-dependent option pricing (Q968852) (← links)
• A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
• Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713) (← links)
• An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408) (← links)