Pages that link to "Item:Q3375382"
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The following pages link to Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382):
Displayed 12 items.
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Efficient solution of a partial integro-differential equation in finance (Q952815) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
- An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
- Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces (Q3551497) (← links)
- On the numerical evaluation of option prices in the variance gamma model (Q3603600) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS (Q5386671) (← links)