Pages that link to "Item:Q1929151"

The following pages link to Pricing discrete barrier options under stochastic volatility (Q1929151):

Displaying 29 items.

• The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
• A semigroup expansion for pricing barrier options (Q462410) (← links)
• Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
• An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
• Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
• An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
• An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
• A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
• Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
• Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (Q2024611) (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
• Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
• Note on an extension of an asymptotic expansion scheme (Q2853382) (← links)
• (Q3073111) (← links)
• Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680) (← links)
• (Q3175629) (← links)
• On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
• (Q3456453) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477) (← links)
• Pricing European discrete barrier option based on Bates model (Q4688121) (← links)
• (Q4934370) (← links)
• (Q5127517) (← links)
• Two asset-barrier option under stochastic volatility (Q5373915) (← links)
• On the rate of convergence of prices of barrier options with discrete and continuous time (Q5391404) (← links)
• AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
• Pricing discrete barrier options under the jump-diffusion model with stochastic volatility and stochastic intensity (Q6564802) (← links)