The following pages link to (Q4226183):
Displaying 17 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Pricing and estimates of Greeks for passport option: A three time level approach (Q729847) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- A bias in the volatility smile (Q1621642) (← links)
- Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
- Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options (Q2274018) (← links)
- Valuation of American passport option using a three-time level scheme (Q2322412) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES (Q3621566) (← links)
- Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (Q3652697) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- Spline approximation method to solve an option pricing problem (Q4899077) (← links)
- PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
