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Efficient Pricing and Model Calibration With Large Panels of Options
7小时前
已完结
A LONG-MEMORY VERSION OF THE BERGOMI MODEL: PRICING AND CALIBRATION FOR AMERICAN PUT OPTION
7小时前
已完结
A hybrid Crank–Nicolson and Morgan–Voyce collocation method for option pricing PIDEs
7小时前
已完结
Valuation of European compound options written on Asian options with fixed strike price
7小时前
已完结
Parameter Estimation for Tempered Stable Distributions Using Cumulant Matching
8小时前
已完结
Non-zero-sum stochastic differential investment and reinsurance games with default risk and delay under the Heston local-stochastic volatility model
8小时前
已完结
Threshold estimation of the Gerber-Shiu function using the Fourier-cosine method in the Wiener-Poisson risk model
8小时前
已完结
DEEP LEARNING IN FINANCE: A REVIEW OF DEEP HEDGING AND DEEP CALIBRATION TECHNIQUES
8小时前
已完结
An efficient and robust computational approach to passport option pricing PDEs
8小时前
已完结
Pricing vulnerable options under a Markov modulated jump-diffusion model with stochastic volatility and stochastic jump intensity
21小时前
已完结
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