Pages that link to "Item:Q816972"

The following pages link to Uniform asymptotic expansions for pricing European options (Q816972):

Displaying 15 items.

• Hermite polynomial based expansion of European option prices (Q469560) (← links)
• Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
• An asymptotic expansion for a Black--Scholes type model (Q707247) (← links)
• Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
• Matching asymptotics in path-dependent option pricing (Q968852) (← links)
• Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions (Q2401783) (← links)
• Option pricing under model involving slow growth volatility (Q2885509) (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
• A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708) (← links)
• Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139) (← links)
• (Q4667173) (← links)
• AN ASYMPTOTIC VALUATION FOR THE OPTION UNDER A GENERAL STOCHASTIC VOLATILITY(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803741) (← links)
• (Q4919172) (← links)
• A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
• A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options (Q5414507) (← links)