Pages that link to "Item:Q4372019"
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The following pages link to BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019):
Displaying 50 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
- Poisson kernels on nilpotent, 3-meta-abelian groups (Q268184) (← links)
- Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (Q297142) (← links)
- A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
- Obituary: Marc Yor (24 July 1949 -- 9 July 2014). A beautiful mind has disappeared (Q402396) (← links)
- Hysteresis effects under CIR interest rates (Q418081) (← links)
- Fourier transform of the continuous arithmetic Asian options PDE (Q420220) (← links)
- The truncated Stieltjes moment problem solved by using kernel density functions (Q442700) (← links)
- Hedging processes for catastrophe options (Q457624) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
- Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients (Q539363) (← links)
- Call option prices based on Bessel processes (Q539516) (← links)
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws (Q558624) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- Tree structured independence for exponential Brownian functionals (Q734668) (← links)
- Asian options with jumps (Q866600) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
- Optimal importance sampling with explicit formulas in continuous time (Q928493) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
- The optimal capital structure of the firm with stable Lévy assets returns (Q940998) (← links)
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- Valuing Asian options using the finite element method and duality techniques (Q952087) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- On valuation of derivative securities: A Lie group analytical approach. (Q954574) (← links)
- A different approach for pricing Asian options (Q958901) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Functional Feynman-Kac equations for limit lognormal multifractals (Q996850) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Adaptive placement method on pricing arithmetic average options (Q1025615) (← links)
- Supermodular ordering and stochastic annuities (Q1302132) (← links)
- From planar Brownian windings to Asian options (Q1318545) (← links)
- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157) (← links)
- Stochastic time changes in catastrophe option pricing (Q1381450) (← links)
- The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
