Pages that link to "Item:Q4830584"
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The following pages link to Singular Perturbations for Boundary Value Problems Arising from Exotic Options (Q4830584):
Displayed 7 items.
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240) (← links)
- Stochastic Volatility Effects on Defaultable Bonds (Q3424326) (← links)
- PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q3564997) (← links)
- Turbo warrants under stochastic volatility (Q3605234) (← links)
- OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) (← links)