PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER (Q3107930): Difference between revisions

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+Processes of normal inverse Gaussian type
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+Feller processes of normal inverse Gaussian type
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+The Pricing of Options and Corporate Liabilities
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+PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
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+Perpetual American Options Under Lévy Processes
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+Irreversible decisions under uncertainty. Optimal stopping made easy
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+A Continuity Correction for Discrete Barrier Options
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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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+A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
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+APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING
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+Q3907885
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+PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH
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+A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes
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+A Jump-Diffusion Model for Option Pricing
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+Fast and accurate pricing of barrier options under Lévy processes
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+PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES
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+The Variance Gamma Process and Option Pricing
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+Option Pricing With V. G. Martingale Components<sup>1</sup>
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