Pages that link to "Item:Q1872362"

The following pages link to Barrier options and touch-and-out options under regular Lévy processes of exponential type (Q1872362):

Displaying 40 items.

• Barrier option under Lévy model: a PIDE and Mellin transform approach (Q272119) (← links)
• A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
• Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
• Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
• Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
• On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
• American options: the EPV pricing model (Q665543) (← links)
• The \(\beta\)-Meixner model (Q765298) (← links)
• Exotic options under Lévy models: an overview (Q818210) (← links)
• Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
• Moments for tempered fractional advection-diffusion equations (Q977200) (← links)
• An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
• Subordination, self-similarity, and option pricing (Q1009413) (← links)
• Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
• Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
• An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
• Adaptation to climate change: extreme events versus gradual changes (Q2054843) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
• A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
• Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique (Q2349598) (← links)
• Models for stock returns (Q2873015) (← links)
• METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
• THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
• A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151) (← links)
• First passage times of a jump diffusion process (Q4449508) (← links)
• A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
• Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
• Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
• Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
• Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
• Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
• (Q5027046) (← links)
• Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
• Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
• ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
• PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936) (← links)