Pages that link to "Item:Q1000476"
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The following pages link to An asymptotic expansion approach to pricing financial contingent claims (Q1000476):
Displaying 15 items.
- An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems (Q5047117) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← 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)
- Making mean-variance hedging implementable in a partially observable market (Q5247228) (← links)
- A chaos expansion approach under hybrid volatility models (Q5247273) (← links)
- AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← 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)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
- Lower bound approximation of nonlinear basket option with jump-diffusion (Q5855718) (← links)
- Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)
- Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)
- A novel term-structure-based Heston model for implied volatility surface (Q6590577) (← links)
- New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion (Q6628953) (← links)
