Pages that link to "Item:Q4830584"

The following pages link to Singular Perturbations for Boundary Value Problems Arising from Exotic Options (Q4830584):

Displaying 14 items.

• Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
• A semigroup expansion for pricing barrier options (Q462410) (← 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)
• Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
• Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
• Pricing of options in the singular perturbed stochastic volatility model (Q2400320) (← 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)
• <i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (Q4586319) (← links)
• An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
• Importance Sampling Estimation of Joint Default Probability under Structural-Form Models with Stochastic Correlation (Q5326120) (← links)
• OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) (← links)