Pages that link to "Item:Q889625"
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The following pages link to Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625):
Displayed 12 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Variance Swaps on Defaultable Assets and Market Implied Time-Changes (Q2813077) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
- ANALYTICAL PATH-INTEGRAL PRICING OF DETERMINISTIC MOVING-BARRIER OPTIONS UNDER NON-GAUSSIAN DISTRIBUTIONS (Q5221481) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)