The following pages link to (Q4667173):
Displaying 12 items.
- Asymptotic option pricing under the CEV diffusion (Q615913) (← links)
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- Uniform asymptotic expansions for pricing European options (Q816972) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- PDE and martingale methods in option pricing. (Q986029) (← links)
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- Option pricing for stable and infinitely divisible asset returns (Q1596868) (← links)
- Asymptotic and exact pricing of options on variance (Q1936829) (← links)
- Asymptotic analysis of delta for European put and call options (Q2850855) (← links)
- A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
- European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (Q3467606) (← links)
- Asymptotics of riskless profit under selling of discrete time call options (Q4425014) (← links)
