Pages that link to "Item:Q811003"
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The following pages link to Diffusion approximation in past dependent models and applications to option pricing (Q811003):
Displaying 9 items.
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- The European option with hereditary price structures (Q1294213) (← links)
- An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
- Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791) (← links)
- The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions (Q2271413) (← links)
- The pricing of options for securities markets with delayed response (Q2372448) (← links)
- Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) (← links)
- Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338) (← links)
- Delay geometric Brownian motion in financial option valuation (Q5411907) (← links)
