Pages that link to "Item:Q3520539"

The following pages link to FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539):

Displaying 8 items.

• Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility (Q484871) (← links)
• Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)
• Note on an extension of an asymptotic expansion scheme (Q2853382) (← links)
• Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437) (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (Q4649507) (← links)
• CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)