PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014): Difference between revisions

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+CRITICAL STOCK PRICE NEAR EXPIRATION
@@ Property / cites work: CRITICAL STOCK PRICE NEAR EXPIRATION / rank @@
+Normal rank
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+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
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+Feller processes of normal inverse Gaussian type
@@ Property / cites work: Feller processes of normal inverse Gaussian type / rank @@
+Normal rank
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
@@ Property / cites work: OPTION PRICING FOR TRUNCATED LÉVY PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Perpetual American Options Under Lévy Processes
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+Randomization and the American Put
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+A fuzzy approach to construction project risk assessment and analysis: Construction project risk management system
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+An analysis of a least squares regression method for American option pricing
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+A general version of the fundamental theorem of asset pricing
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+Hyperbolic distributions in finance
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+Term Structure Models Driven by General Levy Processes
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+Optimal capital structure and endogenous default
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+Q4349551
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+The Variance Gamma Process and Option Pricing
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+Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
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+FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS
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+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024904002463
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@@ Property / OpenAlex ID @@
+W2043422728
@@ Property / OpenAlex ID: W2043422728 / rank @@
+Normal rank