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

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+CRITICAL STOCK PRICE NEAR EXPIRATION
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+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
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+Perpetual American Options Under Lévy Processes
@@ Property / cites work: Perpetual American Options Under Lévy Processes / rank @@
+Normal rank
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+Randomization and the American Put
@@ Property / cites work: Randomization and the American Put / rank @@
+Normal rank
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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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+Normal rank
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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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+Normal rank
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+Q4349551
@@ Property / cites work: Q4349551 / rank @@
+Normal rank
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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