Pages that link to "Item:Q5001174"
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The following pages link to A forward equation for barrier options under the Brunick & Shreve Markovian projection (Q5001174):
Displaying 9 items.
- Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (Q334074) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
- Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets (Q4635245) (← links)
- Low-Dimensional Approximations of High-Dimensional Asset Price Models (Q4990516) (← links)
- OPTION PRICING USING STOCHASTIC VOLATILITY MODEL UNDER FOURIER TRANSFORM OF NONLINEAR DIFFERENTIAL EQUATION (Q5070767) (← links)
- Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction (Q5879352) (← links)
- Markov projection of semimartingales -- application to comparison results (Q6115255) (← links)
- Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (Q6159078) (← links)
