Pages that link to "Item:Q2707166"
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The following pages link to The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims (Q2707166):
Displayed 8 items.
- A new computational scheme for computing Greeks by the asymptotic expansion approach (Q853863) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- On validity of the asymptotic expansion approach in contingent claim analysis (Q1425481) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- Conditional expansions and their applications. (Q2574589) (← links)
- FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
- Local Vega Index and Variance Reduction Methods (Q4409039) (← links)
- A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach (Q4449553) (← links)