Pages that link to "Item:Q2347464"

The following pages link to A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464):

Displaying 2 items.

• Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
• Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)