Pages that link to "Item:Q4541603"
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The following pages link to Passport options with stochastic volatility (Q4541603):
Displaying 8 items.
- Generalisation of Hajek's stochastic comparison results to stochastic sums (Q507680) (← links)
- Pricing and estimates of Greeks for passport option: A three time level approach (Q729847) (← links)
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- Pricing European passport option with radial basis function (Q1791773) (← links)
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919) (← links)
- A NEW CLASS OF COMMODITY HEDGING STRATEGIES: A PASSPORT OPTIONS APPROACH (Q3022043) (← links)
- Darboux points and integrability of Hamiltonian systems with homogeneous polynomial potential (Q3438475) (← links)
- CLA’s, PLA’s and a new method for pricing general passport options (Q5245459) (← links)