Pages that link to "Item:Q3655557"
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The following pages link to BARRIER OPTION PRICING BY BRANCHING PROCESSES (Q3655557):
Displaying 16 items.
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- Notes on large deviations for branching processes indexed by a Poisson process (Q779835) (← links)
- Large and moderate deviations for a class of renewal random indexed branching process (Q893948) (← links)
- Large deviations for a Poisson random indexed branching process (Q894589) (← links)
- Edokko options: a new framework of barrier options (Q1425573) (← links)
- Asymptotic behaviour of random maturity barrier options (Q2627710) (← links)
- Limit theorems for a supercritical Poisson random indexed branching process (Q2804434) (← links)
- Pricing chained options with curved barriers (Q2851563) (← links)
- Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method (Q4576088) (← links)
- Multiperiod conditional valuation of barrier options with incomplete information (Q4683066) (← links)
- (Q4919172) (← links)
- Multitype branching processes in random environment (Q5068117) (← links)
- Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process (Q5086797) (← links)
- (Q5127517) (← links)
- Controlled branching processes with continuous time (Q5152526) (← links)
- Binomial Approximations for Barrier Options of Israeli Style (Q5198539) (← links)