Pages that link to "Item:Q811003"

The following pages link to Diffusion approximation in past dependent models and applications to option pricing (Q811003):

Displaying 15 items.

• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
• Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
• Diffusion approximation of a Poisson model for cumulative excess returns (Q904431) (← links)
• The European option with hereditary price structures (Q1294213) (← links)
• An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
• Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791) (← links)
• The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions (Q2271413) (← links)
• The pricing of options for securities markets with delayed response (Q2372448) (← links)
• Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) (← links)
• Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338) (← links)
• Skimming pricing for a class of diffusion models (Q3737136) (← links)
• (Q4263961) (← links)
• Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying¹ (Q4372002) (← links)
• Delay geometric Brownian motion in financial option valuation (Q5411907) (← links)