Pages that link to "Item:Q4804742"

The following pages link to On a new approach to calculating expectations for option pricing (Q4804742):

Displaying 17 items.

• Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
• Exotic options under Lévy models: an overview (Q818210) (← links)
• Fourier inversion formulas in option pricing and insurance (Q835682) (← links)
• Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
• Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
• Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
• Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
• Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
• Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
• On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
• Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance (Q4586037) (← links)
• Valuation of Discrete Dynamic Fund Protection Under Lévy Processes (Q5029063) (← links)
• Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
• Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
• BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM (Q5367498) (← links)
• BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446) (← links)
• (Q5389732) (← links)