Pages that link to "Item:Q3566765"
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The following pages link to ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765):
Displaying 5 items.
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
