Pages that link to "Item:Q2889598"

The following pages link to Arithmetic Asian Options under Stochastic Delay Models (Q2889598):

Displaying 7 items.

• Pricing arithmetic Asian options under hybrid stochastic and local volatility (Q1714760) (← links)
• Tamed EM scheme of neutral stochastic differential delay equations (Q2012612) (← links)
• The pricing of European options on two underlying assets with delays (Q2150159) (← links)
• A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations (Q2814459) (← links)
• Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)