The following pages link to John Crosby (Q3064013):
Displaying 5 items.
- A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options (Q3064014) (← links)
- A multi-factor jump-diffusion model for commodities† (Q3498564) (← links)
- APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING (Q3560080) (← links)
- Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222) (← links)
- Dark Matter in (Volatility and) Equity Option Risk Premiums (Q5060490) (← links)
