Pages that link to "Item:Q1658066"
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The following pages link to Gram-Charlier processes and applications to option pricing (Q1658066):
Displaying 8 items.
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
- Additive logistic processes in option pricing (Q2238772) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
- Gram-Charlier densities. (Q5958096) (← links)
- Telegraph Processes and Option Pricing (Q6484787) (← links)
- Polynomial approximation of discounted moments (Q6659478) (← links)