Pages that link to "Item:Q5219719"
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The following pages link to Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719):
Displaying 8 items.
- Stability of an implicit method to evaluate option prices under local volatility with jumps (Q465116) (← links)
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS (Q5411991) (← links)
- Forecasting mortality rates with a coherent ensemble averaging approach (Q6163451) (← links)
- Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations (Q6549260) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
