Pages that link to "Item:Q3370596"

The following pages link to THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596):

Displaying 33 items.

• Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
• On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
• An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
• Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
• Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
• A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
• Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
• Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
• The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (Q2203171) (← links)
• On the multidimensional Black-Scholes partial differential equation (Q2288905) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
• Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
• Matched asymptotic expansions in financial engineering (Q2501093) (← links)
• Far field boundary conditions for Black-Scholes equations (Q2706366) (← links)
• Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
• Burgers and Black–Merton–Scholes equations with real time variable and complex spatial variable (Q2844798) (← links)
• The homotopy perturbation method for the Black–Scholes equation (Q3070613) (← links)
• SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980) (← links)
• (Q3429143) (← links)
• (Q3466025) (← links)
• Exercisability Randomization of the American Option (Q3518307) (← links)
• Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator (Q3624894) (← links)
• Analytical approximation method of option pricing under geometric mean-reverting process (Q3636742) (← links)
• (Q3639850) (← links)
• Perpetual Options on Multiple Underlyings (Q4585898) (← links)
• (Q4605029) (← links)
• Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model (Q4683077) (← links)
• Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
• (Q5397599) (← links)
• LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS (Q5411747) (← links)
• A new numerical method for pricing fixed-rate mortgages with prepayment and default options (Q5739577) (← links)
• Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)