Pages that link to "Item:Q4647599"

The following pages link to Valuing Bermudan options when asset returns are Lévy processes (Q4647599):

Displaying 8 items.

• Exotic options under Lévy models: an overview (Q818210) (← links)
• Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
• Valuation of American options under the CGMY model (Q4554225) (← links)
• Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
• Hedging jump risk, expected returns and risk premia in jump-diffusion economies (Q4683104) (← links)
• A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
• Multinomial method for option pricing under Variance Gamma (Q5031847) (← links)
• Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)