Pages that link to "Item:Q356757"
From MaRDI portal
The following pages link to Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757):
Displaying 9 items.
- On the pricing of exotic options: a new closed-form valuation approach (Q2213572) (← links)
- Efficient pricing of European options on two underlying assets by frame duality (Q2304872) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices (Q2384584) (← links)
- A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
- THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596) (← links)
- SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- The valuation of American options in a multidimensional exponential Lévy model (Q4962464) (← links)
