Pages that link to "Item:Q2707166"
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The following pages link to The asymptotic expansion approach to the valuation of interest rate contingent claims (Q2707166):
Displaying 17 items.
- A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach (Q4449553) (← links)
- Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model (Q4560329) (← links)
- General Asymptotics of Wiener Functionals and Application to Implied Volatilities (Q4560330) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (Q4649507) (← links)
- CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)
- Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
- APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059) (← links)
- Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
- LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS (Q5411991) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
- Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) (← links)
- Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)
- New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion (Q6628953) (← links)
