Pages that link to "Item:Q1305424"
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The following pages link to Pricing contingent claims on stocks driven by Lévy processes (Q1305424):
Displaying 50 items.
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454) (← links)
- Minimizing banking risk in a Lévy process setting (Q2472045) (← links)
- Option pricing for time-change exponential Lévy model under MEMM (Q2480093) (← links)
- Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)
- Hedging life insurance contracts in a Lévy process financial market (Q2499839) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775) (← links)
- An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
- Dynamics of a stochastic delayed chemostat model with nutrient storage and Lévy jumps (Q2679936) (← links)
- On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems (Q2683719) (← links)
- Sufficient Poisson jump diffusion market models revisited (Q2759032) (← links)
- Leveraged Lévy processes as models for stock prices (Q2786277) (← links)
- An Euler–Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
- Information on jump sizes and hedging (Q2811114) (← links)
- Lévy information and the aggregation of risk aversion (Q2831278) (← links)
- Minimal martingale measure on a finite probability space (Q2849242) (← links)
- Optimal Hedging of American Options in Discrete Time (Q2917430) (← links)
- OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383) (← links)
- Dynamic complex hedging in additive markets (Q2994843) (← links)
- GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES (Q3100753) (← links)
- Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170) (← links)
- DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- Optimal Stopping Problems for Asset Management (Q3167333) (← links)
- Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
- Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
- Locally Risk-minimizing Hedging of Insurance Payment Streams (Q3632829) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes (Q4409037) (← links)
- Exponential Hedging and Entropic Penalties (Q4551807) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- Pricing Asian options in a semimartingale model (Q4610222) (← links)
- Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
- Convergence of Jump-Diffusion Modelsto the Black–Scholes Model (Q4795544) (← links)
- Minimal martingale measures for jump diffusion processes (Q4819453) (← links)
- Stochastic Homogenization for Some Nonlinear Integro-Differential Equations (Q4916385) (← links)
- Numerical study for European option pricing equations with non-levy jumps (Q4987125) (← links)
- “Pricing Annuity Guarantees Under a Regime-Switching Model”, X. Sheldon Lin, Ken Seng Tan and Hailiang Yang, July 2009 (Q5029072) (← links)
- On the minimal entropy martingale measure for Lévy processes (Q5086534) (← links)
- Stochastic differential delay equations with jumps, under nonlinear growth condition (Q5190573) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- General theory of geometric Lévy models for dynamic asset pricing (Q5345963) (← links)
- Option Pricing with Threshold Diffusion Processes (Q5379177) (← links)
- Insiders' hedging in a jump diffusion model (Q5433099) (← links)
- Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637) (← links)
- Symmetry and duality in Lévy markets (Q5484646) (← links)
