Applications of change of numéraire for option pricing by Le Roux, Gawie

Subjects: “…Options pricing…”
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The Hurst parameter and option pricing with fractional Brownian motion

Subjects: “…Option pricing…”
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Computing the Greeks using the integration by parts formula for the Skorohod integral by Chongo, Ambrose

Subjects: “…Options pricing…”
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Transform analysis of affine jump diffusion processes with applications to asset pricing

Subjects: “…Option pricing…”
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Model risk for barrier options when priced under different lévy dynamics by Mbakwe, Chidinma

Subjects: “…Option pricing…”
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Option pricing with physics-informed neutral networks (PINNS) by Zamxaka, Nichume

Subjects: “…option pricing…”
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Portfolio risk measures and option pricing under a Hybrid Brownian motion model

Subjects: “…Option pricing…”
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Pricing and hedging asian options using Monte Carlo and integral transform techniques by Chibawara, Trust

Subjects: “…Asian option pricing…”
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Calculation aspects of the European Rebalanced Basket Option using Monte Carlo methods by Van der Merwe, Carel Johannes

Subjects: “…Option pricing…”
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Pricing American compound options with stochastic volatility and correlated interest rates

Subjects: “…Option pricing…”
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Time-varying volatility models and indices : a GARCH option pricing approach

Subjects: “…Option Pricing…”
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