Pages that link to "Item:Q3650922"
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The following pages link to PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (Q3650922):
Displaying 41 items.
- Invariance properties of random vectors and stochastic processes based on the zonoid concept (Q396000) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- A remark on static hedging of options written on the last exit time (Q660160) (← links)
- Symmetric martingales and symmetric smiles (Q734666) (← links)
- An actuarial approach to pricing barrier options (Q825309) (← links)
- Weak reflection principle for Lévy processes (Q894806) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- Barrier style contracts under Lévy processes once again (Q1744875) (← links)
- Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (Q1945440) (← links)
- Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (Q2024611) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
- Hyperbolic symmetrization of Heston type diffusion (Q2326982) (← links)
- Symmetrization associated with hyperbolic reflection principle (Q2333272) (← links)
- Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
- Hedging Barrier Options in GARCH Models with Transaction Costs (Q2802880) (← links)
- Generalized Arbitrage-Free SVI Volatility Surfaces (Q2819096) (← links)
- Arbitrage-free SVI volatility surfaces (Q2879012) (← links)
- THE TERM STRUCTURE OF IMPLIED VOLATILITY IN SYMMETRIC MODELS WITH APPLICATIONS TO HESTON (Q2909510) (← links)
- Semi-static hedging for certain Margrabe-type options with barriers (Q3088322) (← links)
- Dynamic Programming and Hedging Strategies in Discrete Time (Q3112475) (← links)
- DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)
- Optimal static quadratic hedging (Q4554507) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- A Stieltjes Approach to Static Hedges (Q4561949) (← links)
- Shapes of Implied Volatility with Positive Mass at Zero (Q4607048) (← links)
- SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637) (← links)
- Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
- Volatility has to be rough (Q5014164) (← links)
- Semi-Robust Replication of Barrier-Style Claims on Price and Volatility (Q5041838) (← links)
- On a symmetrization of diffusion processes (Q5245460) (← links)
- Skewness premium with Lévy processes (Q5245915) (← links)
- On Carr and Lee’s Correlation Immunization Strategy (Q5382633) (← links)
- VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986) (← links)
- VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (Q5739187) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
- Total positivity and relative convexity of option prices (Q6105375) (← links)
