4

A revised option pricing formula with the underlying being banned from short selling

Year:
2020
Language:
english
File:
PDF, 821 KB
english, 2020
16

How should a local regime-switching model be calibrated?

Year:
2017
Language:
english
File:
PDF, 1.54 MB
english, 2017
19

A new integral equation formulation for American put options

Year:
2017
Language:
english
File:
PDF, 427 KB
english, 2017
20

On full calibration of hybrid local volatility and regime-switching models

Year:
2018
Language:
english
File:
PDF, 664 KB
english, 2018
23

A hybrid computational approach for option pricing

Year:
2018
Language:
english
File:
PDF, 161 KB
english, 2018