Pages that link to "Item:Q3067160"
From MaRDI portal
The following pages link to A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160):
Displaying 8 items.
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- Note on an extension of an asymptotic expansion scheme (Q2853382) (← links)
- (Q2934454) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)