Pages that link to "Item:Q968852"
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The following pages link to Matching asymptotics in path-dependent option pricing (Q968852):
Displaying 7 items.
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Asymptotic option pricing under the CEV diffusion (Q615913) (← links)
- Asymptotic behavior of optimal paths in continuous-time Gale models (Q1100080) (← links)
- Matched asymptotic expansions in financial engineering (Q2501093) (← links)
- (Q4667173) (← links)
- CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)