Pages that link to "Item:Q707247"
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The following pages link to An asymptotic expansion for a Black--Scholes type model (Q707247):
Displaying 11 items.
- Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
- Asymptotic analysis of European and American options with jumps in the underlying (Q1753762) (← links)
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (Q2203171) (← links)
- Asymptotic expansions for SDE's with small multiplicative noise (Q2253854) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- On expansions for the Black-Scholes prices and hedge parameters (Q2320050) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- Asymptotic analysis of delta for European put and call options (Q2850855) (← links)
- CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)
- An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems (Q5047117) (← links)
