Pages that link to "Item:Q4649507"
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The following pages link to A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (Q4649507):
Displayed 13 items.
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) (← links)
- NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME (Q2853382) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model (Q4560329) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS (Q4919611) (← links)
- An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems (Q5047117) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)