Pages that link to "Item:Q3635184"

The following pages link to Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach (Q3635184):

Displayed 16 items.

• High-order approximation of Pearson diffusion processes (Q413731) ‎ (← links)
• A jump to default extended CEV model: an application of Bessel processes (Q854279) ‎ (← links)
• Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) ‎ (← links)
• Local time and the pricing of path-dependent options (Q2430252) ‎ (← links)
• A note on the CIR process and the existence of equivalent martingale measures (Q2482116) ‎ (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) ‎ (← links)
• Statistical Inference for Student Diffusion Process (Q3068099) ‎ (← links)
• TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) ‎ (← links)
• Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) ‎ (← links)
• SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) ‎ (← links)
• The square-root process and Asian options (Q3437388) ‎ (← links)
• INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165) ‎ (← links)
• THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (Q3643591) ‎ (← links)
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) ‎ (← links)
• The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) ‎ (← links)
• On the transition densities for reflected diffusions (Q5694152) ‎ (← links)