METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS (Q3107935): Difference between revisions

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+A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options
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+Financial Modelling with Jump Processes
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+A multi-factor jump-diffusion model for commodities†
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+Towards logical operations research -- propositional case
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+Q5711199
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+Calibration and hedging under jump diffusion
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+The Variance Gamma Process and Option Pricing
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+Pricing and hedging guaranteed annuity options via static option replication.
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