Pages that link to "Item:Q529935"

The following pages link to Pricing Asian options in a stochastic volatility model with jumps (Q529935):

Displaying 30 items.

• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
• Pricing arithmetic Asian options under hybrid stochastic and local volatility (Q1714760) (← links)
• Singular risk-neutral valuation equations (Q1761441) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
• Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
• Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
• Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
• A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604) (← links)
• Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206) (← links)
• Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
• Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
• PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960) (← links)
• (Q3462860) (← links)
• Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
• Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
• Pricing Asian options in a semimartingale model (Q4610222) (← links)
• (Q4901417) (← links)
• (Q5017398) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• (Q5143857) (← links)
• IMEX Methods for Pricing Fixed Strike Asian Options with Jump-Diffusion Models (Q5205236) (← links)
• Pricing Asian options in financial markets using Mellin transforms (Q5247713) (← links)
• Efficient Monte Carlo option pricing under CEV model (Q5267914) (← links)
• SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
• Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
• Pricing Asian options with stochastic convenience yield and jumps (Q6158429) (← links)
• Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models (Q6573361) (← links)