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- Pingping Zeng (section Research outcomes over time)and approximations for discrete arithmetic Asian options under time-changed Lévy processes 2018-11-14 Paper Pricing timer options and variance derivatives...10 bytes (16 words) - 10:00, 25 September 2023
- Nawdha Thakoor (section Research outcomes over time)method for option pricing under a regime-switching model with time-changed Lévy processes 2018-11-14 Paper RBF-FD schemes for option valuation under models...10 bytes (16 words) - 18:51, 11 December 2023
- Guillaume Szulda (section Research outcomes over time)Date of Publication Type CBI-time-changed Lévy processes 2023-08-14 Paper Multiple yield curve modelling with CBI processes 2021-07-08 Paper...10 bytes (16 words) - 09:01, 25 September 2023
- Publication Date of Publication Type Options pricing with time changed Lévy processes under imprecise information 2018-10-15 Paper...10 bytes (20 words) - 19:46, 24 September 2023
- Zhi-Yuan Feng (section Research outcomes over time)Publication Date of Publication Type Options pricing with time changed Lévy processes under imprecise information 2018-10-15 Paper...10 bytes (18 words) - 19:46, 24 September 2023
- Arnd Pauwels (section Research outcomes over time)hedging strategies in exponential Lévy models 2014-02-20 Paper Variance-Optimal Hedging for Time-Changed Lévy Processes 2011-06-03 Paper Variance-Optimal...10 bytes (16 words) - 07:10, 7 October 2023
- Geraldine Tour (section Research outcomes over time)method for option pricing under a regime-switching model with time-changed Lévy processes 2018-11-14 Paper...10 bytes (16 words) - 01:54, 25 September 2023
- Chi Hung Yuen (section Research outcomes over time)PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES 2016-04-14 Paper...10 bytes (18 words) - 09:36, 6 October 2023
- I-Ming Jiang (section Research outcomes over time)Decision-Making with Jump Risk 2022-12-16 Paper Options pricing with time changed Lévy processes under imprecise information 2018-10-15 Paper SYNCHRONIZATION OF...10 bytes (18 words) - 19:46, 24 September 2023
- Yuji Umezawa (section Research outcomes over time)Discrete Monitoring under Time-Changed Lévy Processes 2018-09-18 Paper An extension of CreditGrades model approach with Lévy processes 2013-12-13 Paper https://portal...10 bytes (17 words) - 12:17, 6 October 2023
- Thomas Liebmann (section Research outcomes over time)measures for exponential time-changed Lévy processes 2014-12-17 Paper Fair valuation of insurance contracts under Lévy process specifications 2008-08-22...10 bytes (16 words) - 06:32, 7 October 2023
- Yue Kuen Kwok (section Research outcomes over time)and approximations for discrete arithmetic Asian options under time-changed Lévy processes 2018-11-14 Paper Enhanced equity-credit modelling for contingent...10 bytes (19 words) - 16:07, 11 December 2023
- method for option pricing under a regime-switching model with time-changed Lévy processes 2018-11-14 Paper RBF-FD schemes for option valuation under models...10 bytes (18 words) - 18:51, 11 December 2023
- Yu-Hong Liu (section Research outcomes over time)mardi4nfdi.de/entity/Q4688879 2018-10-22 Paper Options pricing with time changed Lévy processes under imprecise information 2018-10-15 Paper An Information Content...10 bytes (17 words) - 20:24, 11 December 2023
- Stefan Kassberger (section Research outcomes over time)Paper Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes 2014-12-17 Paper CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY...10 bytes (16 words) - 06:32, 7 October 2023
- Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes 2016-09-19 Paper PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED...10 bytes (16 words) - 08:19, 7 October 2023
- Wendong Zheng (section Research outcomes over time)PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES 2016-04-14 Paper FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING...10 bytes (16 words) - 09:36, 6 October 2023
- Akira Yamazaki (section Research outcomes over time)average options under time-changed Lévy processes 2014-04-25 Paper An extension of CreditGrades model approach with Lévy processes 2013-12-13 Paper ON VALUATION...10 bytes (16 words) - 20:39, 24 September 2023
- Jan Kallsen (section Research outcomes over time)Method of moment estimation in time-changed Lévy models 2011-06-28 Paper Variance-Optimal Hedging for Time-Changed Lévy Processes 2011-06-03 Paper Existence...10 bytes (16 words) - 16:44, 11 December 2023
- Denis Belomestny (section Research outcomes over time)options without time-consistency 2019-01-18 Paper Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes 2018-11-09 Paper...10 bytes (16 words) - 17:48, 6 October 2023
