Pages that link to "Item:Q3523549"
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The following pages link to FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS (Q3523549):
Displayed 19 items.
- Approximations for the distributions of bounded variation Lévy processes (Q613155) (← links)
- Ergodic properties of anomalous diffusion processes (Q719708) (← links)
- Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in \(C^{1, \eta}\) open sets (Q740195) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Boundary behavior of harmonic functions for truncated stable processes (Q927261) (← links)
- Weighted Poincaré inequality and heat kernel estimates for finite range jump processes (Q957873) (← links)
- Symmetric jump processes and their heat kernel estimates (Q1042974) (← links)
- The effect of non-ideal market conditions on option pricing (Q1598567) (← links)
- A path integral way to option pricing (Q1600260) (← links)
- Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989) (← links)
- Global heat kernel estimates for symmetric jump processes (Q3092826) (← links)
- A Novel Asymmetric Distribution with Power Tails (Q3435977) (← links)
- PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014) (← links)
- ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) (← links)
- Pricing exotic options in a path integral approach (Q5475311) (← links)
- PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936) (← links)
- WHY THE RETURN NOTION MATTERS (Q5696842) (← links)
- HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS (Q5739188) (← links)
- Truncated Lévy walks and an emerging market economic index (Q5940062) (← links)