Pages that link to "Item:Q615913"

The following pages link to Asymptotic option pricing under the CEV diffusion (Q615913):

Displaying 32 items.

• A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
• A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
• Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
• Homotopy analysis method for option pricing under stochastic volatility (Q550482) (← links)
• An asymptotic expansion for a Black--Scholes type model (Q707247) (← links)
• Diffusion approximation in past dependent models and applications to option pricing (Q811003) (← links)
• Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
• Matching asymptotics in path-dependent option pricing (Q968852) (← links)
• On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639) (← links)
• Black-Scholes in a CEV random environment (Q1648901) (← links)
• Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
• Turbo warrants under hybrid stochastic and local volatility (Q1724051) (← links)
• Asymptotic and exact pricing of options on variance (Q1936829) (← links)
• Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
• Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
• Asymptotic approach to the pricing of geometric Asian options under the CEV model (Q2410444) (← links)
• CEV asymptotics of American options (Q2442980) (← links)
• Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
• Pricing and Hedging Path-Dependent Options Under the CEV Process (Q3114712) (← links)
• Asymptotics of riskless profit under selling of discrete time call options (Q4425014) (← links)
• Option pricing in the moderate deviations regime (Q4581294) (← links)
• (Q4667173) (← links)
• (Q5017398) (← links)
• CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)
• (Q5083071) (← links)
• Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
• (Q5194387) (← links)
• A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING (Q5866978) (← links)
• Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (Q6105532) (← links)
• Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
• Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)
• New approach and analysis of the generalized constant elasticity of variance model (Q6581468) (← links)