APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING (Q3560080): Difference between revisions

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+Q5558293
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+Processes of normal inverse Gaussian type
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+Normal rank
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
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+The Variance Gamma Process and Option Pricing
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+Q4937701
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+ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM
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