Pages that link to "Item:Q457739"
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The following pages link to The pricing of Quanto options under dynamic correlation (Q457739):
Displaying 16 items.
- Editorial: Recent trends on computational and mathematical methods in science and engineering (CMMSE) (Q457723) (← links)
- Option pricing and perfect hedging on correlated stocks (Q1414496) (← links)
- The numerical simulation of Quanto option prices using Bayesian statistical methods (Q2066039) (← links)
- The connection between multiple prices of an option at a given time with single prices defined at different times: the concept of weak-value in quantum finance (Q2160107) (← links)
- Robustness analysis on the pricing of some options on two assets with delays (Q2163926) (← links)
- A versatile approach for stochastic correlation using hyperbolic functions (Q2804910) (← links)
- Pricing of quanto chained options (Q2820737) (← links)
- OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045) (← links)
- WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK (Q4902547) (← links)
- On the sensitivity analysis of energy quanto options (Q5046315) (← links)
- Quanto option pricing with a jump diffusion process (Q5082959) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
- Pricing of Quanto power options and related exotic options (Q6110429) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)
- Pricing Quanto Options in Renewable Energy Markets (Q6203965) (← links)
- Pricing powered \(\alpha \)-power Quanto options with and without Poisson jumps (Q6643635) (← links)
