Pages that link to "Item:Q4345917"
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The following pages link to Option Pricing With V. G. Martingale Components<sup>1</sup> (Q4345917):
Displaying 50 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- A jump model for fads in asset prices under asymmetric information (Q299877) (← links)
- On exact pricing of FX options in multivariate time-changed Lévy models (Q345721) (← links)
- Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
- The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
- Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311) (← links)
- Optimal portfolio allocation with higher moments (Q665798) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Options with constant underlying elasticity in strikes (Q812141) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
- Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models (Q897123) (← links)
- A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- Implicit-explicit numerical schemes for jump-diffusion processes (Q997571) (← links)
- Some explicit Krein representations of certain subordinators, including the gamma process (Q998128) (← links)
- Multiple priors and asset pricing (Q1023977) (← links)
- On mixed exponential processes and martingales (Q1280855) (← links)
- Processes of Meixner type (Q1567713) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- Some further results on the tempered multistable approach (Q1627832) (← links)
- Selfdecomposability and selfsimilarity: a concise primer (Q1672921) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Likelihood-based risk estimation for variance-gamma models (Q1742843) (← links)
- Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
- On computing the price of financial instruments in foreign currency (Q1796242) (← links)
- On Asian option pricing for NIG Lévy processes (Q1883479) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Default and prepayment options pricing and default probability valuation under VG model (Q2050944) (← links)
- Option valuation under the VG process by a DG method. (Q2058996) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
- Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
- A comparison of generalized hyperbolic distribution models for equity returns (Q2336270) (← links)
- Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
- A subordinated Markov model for stochastic mortality (Q2391941) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Interest rate swap pricing with default risk under variance gamma process (Q2408891) (← links)
- Pricing cross-currency interest rate swaps under the Lévy market model (Q2423932) (← links)
