Pages that link to "Item:Q3111060"
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The following pages link to Connecting discrete and continuous lookback or hindsight options in exponential Lévy models (Q3111060):
Displayed 10 items.
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Zooming in on a Lévy process at its supremum (Q1650094) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
- LOOKBACK OPTION PRICES UNDER A SPECTRALLY NEGATIVE TEMPERED-STABLE MODEL (Q2841328) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- Error Bounds for Small Jumps of Lévy Processes (Q4915651) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)