Pages that link to "Item:Q3421830"
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The following pages link to THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES (Q3421830):
Displayed 6 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- APPROXIMATIONS OF BOND AND SWAPTION PRICES IN A BLACK–KARASIŃSKI MODEL (Q2806362) (← links)
- AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL (Q2929374) (← links)
- APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION (Q4631690) (← links)
- Closed-form Arrow-Debreu pricing for the Hull-White short rate model (Q5120737) (← links)
- A path-integral approximation for non-linear diffusions (Q5215434) (← links)