Pages that link to "Item:Q297142"
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The following pages link to Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (Q297142):
Displaying 3 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Piecewise constant martingales and lazy clocks (Q2296122) (← links)
