Pages that link to "Item:Q4606769"
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The following pages link to Computing Greeks for Lévy Models: The Fourier Transform Approach (Q4606769):
Displaying 3 items.
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
