Pages that link to "Item:Q2816960"
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The following pages link to Asymptotic approximations for pricing derivatives under mean-reverting processes (Q2816960):
Displaying 5 items.
- Pricing of derivatives on mean-reverting assets (Q1040902) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes (Q3055866) (← links)
- (Q4425151) (← links)
- On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach (Q4586316) (← links)