The following pages link to (Q3408677):
Displaying 6 items.
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- ASYMPTOTIC APPROXIMATIONS FOR PRICING DERIVATIVES UNDER MEAN-REVERTING PROCESSES (Q2816960) (← links)
- GENERALIZED RAYLEIGH AND JACOBI PROCESSES AND EXCEPTIONAL ORTHOGONAL POLYNOMIALS (Q2872897) (← links)
- Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts (Q2962134) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
- THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (Q3643591) (← links)
