Pages that link to "Item:Q5131408"
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The following pages link to Short Communication: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: A Malliavin Representation (Q5131408):
Displaying 5 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- FIRST-ORDER ASYMPTOTICS OF PATH-DEPENDENT DERIVATIVES IN MULTISCALE STOCHASTIC VOLATILITY ENVIRONMENT (Q4565075) (← links)
- Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
- PRICING DERIVATIVES ON MULTISCALE DIFFUSIONS: AN EIGENFUNCTION EXPANSION APPROACH (Q5416705) (← links)