Pages that link to "Item:Q2245957"
From MaRDI portal
The following pages link to Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (Q2245957):
Displaying 3 items.
- Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options (Q3117805) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)