Pages that link to "Item:Q2878964"
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The following pages link to Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach (Q2878964):
Displayed 17 items.
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (Q4607051) (← links)
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
- An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
- Pricing ratchet equity index annuity with mortality risk by complex Fourier series method (Q6049332) (← links)
- On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
