Pages that link to "Item:Q4528082"
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The following pages link to CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS (Q4528082):
Displaying 24 items.
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- Lie-algebraic approach for pricing moving barrier options with time-dependent parameters (Q855464) (← links)
- On valuation of derivative securities: A Lie group analytical approach. (Q954574) (← links)
- Lie theory: Applications to problems in mathematical finance and economics (Q1004433) (← links)
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- Valuing time-dependent CEV barrier options (Q1040026) (← links)
- Pricing and hedging vulnerable option with funding costs and collateral (Q1663930) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- The \textit{CEV} model and its application in a study of optimal investment strategy (Q1718118) (← links)
- Pricing volatility derivatives under the modified constant elasticity of variance model (Q1785394) (← links)
- Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
- An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
- Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
- Empirical Performance of the Constant Elasticity Variance Option Pricing Model (Q5139466) (← links)
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
