Pages that link to "Item:Q1305423"
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The following pages link to Saddlepoint approximations to option prices (Q1305423):
Displaying 17 items.
- Order estimates for the exact Lugannani-Rice expansion (Q263055) (← links)
- Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Statistical options: crash resistant financial contracts based on robust estimation (Q871038) (← links)
- Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model (Q888022) (← links)
- Saddlepoint approximation for moments of random variables (Q1946961) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- Saddlepoint approximations to option price in a general equilibrium model (Q2483862) (← links)
- Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
- Asymptotic formulae for implied volatility in the Heston model (Q2997309) (← links)
- Equity with Markov-modulated dividends (Q3182645) (← links)
- Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899) (← links)
- Approximated moment-matching dynamics for basket-options pricing (Q4647590) (← links)
- ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
- Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications (Q5861401) (← links)
