Pages that link to "Item:Q1620146"
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The following pages link to American option valuation under time changed tempered stable Lévy processes (Q1620146):
Displayed 7 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)