The following pages link to (Q4226825):
Displaying 6 items.
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Robust hedging strategies (Q1761191) (← links)
- The generalized sequential compound options pricing and sensitivity analysis (Q2473063) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)