Pages that link to "Item:Q2849673"
From MaRDI portal
The following pages link to Asymptotic and non asymptotic approximations for option valuation (Q2849673):
Displaying 11 items.
- Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
- Asymptotic analysis for stochastic volatility: Edgeworth expansion (Q638406) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Weak approximation of averaged diffusion processes (Q2434489) (← links)
- Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
- Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
- EXPANSION FORMULAS FOR BIVARIATE PAYOFFS WITH APPLICATION TO BEST-OF OPTIONS ON EQUITY AND INFLATION (Q4979883) (← links)
- Large-maturity regimes of the Heston forward smile (Q5965371) (← links)
