Pages that link to "Item:Q2849673"
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The following pages link to Asymptotic and non asymptotic approximations for option valuation (Q2849673):
Displaying 19 items.
- Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Asymptotic analysis for stochastic volatility: Edgeworth expansion (Q638406) (← links)
- An arbitrage-free approach to quasi-option value (Q1268491) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- Noncommutative valuation of options (Q1744703) (← links)
- Asymptotic and exact pricing of options on variance (Q1936829) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Valuation of an option using non-parametric methods (Q2328782) (← links)
- Weak approximation of averaged diffusion processes (Q2434489) (← links)
- An adaptive averaging binomial method for option valuation (Q2450702) (← links)
- Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
- (Q4378663) (← links)
- Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
- (Q4667173) (← links)
- EXPANSION FORMULAS FOR BIVARIATE PAYOFFS WITH APPLICATION TO BEST-OF OPTIONS ON EQUITY AND INFLATION (Q4979883) (← links)
- Large-maturity regimes of the Heston forward smile (Q5965371) (← links)
