Pages that link to "Item:Q2437361"
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The following pages link to Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361):
Displaying 9 items.
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- A pseudospectral method for option pricing with transaction costs under exponential utility (Q2029418) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
- On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
