Pages that link to "Item:Q3064014"
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The following pages link to A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options (Q3064014):
Displayed 8 items.
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
- PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER (Q3107930) (← links)
- METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS (Q3107935) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
- Empirical performance of models for barrier option valuation (Q5746738) (← links)