Pages that link to "Item:Q5242955"
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The following pages link to PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955):
Displaying 5 items.
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Functional limit theorems for power series with rapid decay of moving averages of Hermite processes (Q3384680) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
- Nonparametric estimates of option prices via Hermite basis functions (Q6146135) (← links)
- Fractal dimensions of the Rosenblatt process (Q6157011) (← links)