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):

Displayed 17 items.

• 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)
• 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)
• Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) ‎ (← links)
• American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) ‎ (← 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)
• Fast deterministic pricing of options on Lévy driven assets (Q5315443) ‎ (← links)
• PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936) ‎ (← links)