The following pages link to DerivaGem (Q25076):
Displaying 21 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
- Options strategies with the risk adjustment (Q1011243) (← links)
- Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations (Q2127812) (← links)
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach (Q2150872) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- Downside risks in EU carbon and fossil fuel markets (Q2228623) (← links)
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting (Q2255976) (← links)
- Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Predicting DAX trends from Dow Jones data by methods of the mathematical theory of democracy (Q2464247) (← links)
- STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (Q2847239) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- Estimating default barriers from market information (Q3623409) (← links)
- Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation (Q5001127) (← links)
- OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496) (← links)
- An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)
- Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
- On a mixture vector autoregressive model (Q5421217) (← links)
