Pages that link to "Item:Q5697340"
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The following pages link to A moment expansion approach to option pricing (Q5697340):
Displaying 8 items.
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
- Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
- On a Heath-Jarrow-Morton approach for stock options (Q2516770) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- The implied volatility smirk (Q3502188) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)