Pages that link to "Item:Q2447509"

The following pages link to Pricing average options under time-changed Lévy processes (Q2447509):

Displaying 13 items.

• Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
• American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• Pricing CIR yield options by conditional moment matching (Q1627807) (← links)
• A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
• A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
• Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
• General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
• Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
• A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
• Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
• Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
• Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)