Pages that link to "Item:Q2165398"
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The following pages link to A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398):
Displaying 5 items.
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
- PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH (Q3521283) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)