Pages that link to "Item:Q299917"
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The following pages link to Pricing exotic derivatives exploiting structure (Q299917):
Displaying 15 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable (Q1681278) (← links)
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
- A new concept of reliability system and applications in finance (Q2150787) (← links)
- American step options (Q2282524) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
