Pages that link to "Item:Q3069960"

The following pages link to PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960):

Displaying 29 items.

• Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
• An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
• A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
• Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
• Asian option as a fixed-point (Q721236) (← links)
• Asian options with jumps (Q866600) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• Singular risk-neutral valuation equations (Q1761441) (← links)
• A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
• Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
• Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries (Q2176382) (← links)
• Asian options and meromorphic Lévy processes (Q2255010) (← links)
• Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
• Pricing average options under time-changed Lévy processes (Q2447509) (← links)
• Weakly chained matrices, policy iteration, and impulse control (Q2805130) (← links)
• General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
• Black-Scholes representation for Asian options (Q2875730) (← links)
• Pricing Asian options under a hyper-exponential jump diffusion model (Q2892214) (← links)
• Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance (Q3043565) (← links)
• (Q3462860) (← links)
• Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
• IMEX Methods for Pricing Fixed Strike Asian Options with Jump-Diffusion Models (Q5205236) (← links)
• Asian options on the harmonic average (Q5245894) (← links)
• A Cox model for gradually disappearing events (Q6104957) (← links)
• Asymptotics for short maturity Asian options in jump-diffusion models with local volatility (Q6576884) (← links)
• Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)