Pages that link to "Item:Q2800053"
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The following pages link to Recursive algorithms for pricing discrete variance options and volatility swaps under time-changed Lévy processes (Q2800053):
Displaying 5 items.
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
- CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
- Pricing ratchet equity index annuity with mortality risk by complex Fourier series method (Q6049332) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
