Pages that link to "Item:Q2786208"

The following pages link to Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion (Q2786208):

Displaying 16 items.

• Sensitivity analysis for averaged asset price dynamics with gamma processes (Q1044013) (← links)
• Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
• Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
• Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
• Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform (Q2874728) (← links)
• GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES (Q3100753) (← links)
• Variance-GGC Asset Price Models and Their Sensitivity Analysis (Q4558890) (← links)
• (Q5095418) (← links)
• On the likelihood function of small time variance Gamma Lévy processes (Q5263967) (← links)
• Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes (Q5364197) (← links)
• SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
• Sensitivities of options via Malliavin calculus: applications to markets of exponential Variance Gamma and Normal Inverse Gaussian processes (Q5397459) (← links)
• Computation of Greeks for asset price dynamics driven by stable and tempered stable processes (Q5397463) (← links)
• Time-squeezing and time-expanding transformations in harmonic force fields (Q6556949) (← links)
• On the sensitivity analysis of spread options using Malliavin calculus (Q6558208) (← links)
• Unbiased density computation for stochastic resetting (Q6572812) (← links)