Pages that link to "Item:Q1627726"
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The following pages link to On the price of risk under a regime switching CGMY process (Q1627726):
Displaying 3 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
