The following pages link to (Q5486566):
Displaying 9 items.
- 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)
- A new computational scheme for computing Greeks by the asymptotic expansion approach (Q853863) (← links)
- A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL (Q4634643) (← links)
- Asymptotics of Forward Implied Volatility (Q5250047) (← links)
- Large-maturity regimes of the Heston forward smile (Q5965371) (← links)
