Pages that link to "Item:Q3117805"
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The following pages link to Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options (Q3117805):
Displayed 7 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- American step options (Q2282524) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- Generalized Inv-Log-Gamma-G processes (Q4634154) (← links)
- LÉVY PROCESSES INDUCED BY DIRICHLET (B‐)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS (Q4917297) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
