Pages that link to "Item:Q4653014"
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The following pages link to PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014):
Displaying 50 items.
- Local elliptic regularity for the Dirichlet fractional Laplacian (Q524666) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- On some partial data Calderón type problems with mixed boundary conditions (Q831087) (← links)
- Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Continuity results with respect to domain perturbation for the fractional \(p\)-Laplacian (Q1680782) (← links)
- Sparse optimal control for fractional diffusion (Q1697112) (← links)
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
- Efficient computation of matrix power-vector products: application for space-fractional diffusion problems (Q1726433) (← links)
- The concentration-compactness principle for fractional order Sobolev spaces in unbounded domains and applications to the generalized fractional Brezis-Nirenberg problem (Q1729785) (← links)
- Obstacle problems and free boundaries: an overview (Q1735713) (← links)
- Numerical approximation of the integral fractional Laplacian (Q1740633) (← links)
- A class of shape optimization problems for some nonlocal operators (Q1791521) (← links)
- Three solutions for a nonlocal problem with critical growth (Q1799158) (← links)
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- Optimal rearrangement problem and normalized obstacle problem in the fractional setting (Q1987061) (← links)
- Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
- Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
- Numerical continuation for fractional PDEs: sharp teeth and bloated snakes (Q2025482) (← links)
- Adaptation to climate change: extreme events versus gradual changes (Q2054843) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (Q2098012) (← links)
- A Bourgain-Brezis-Mironescu formula for anisotropic fractional Sobolev spaces and applications to anisotropic fractional differential equations (Q2102093) (← links)
- On the Calderón problem for nonlocal Schrödinger equations with homogeneous, directionally antilocal principal symbols (Q2109351) (← links)
- Small order asymptotics for nonlinear fractional problems (Q2119715) (← links)
- Ground states for Schrödinger-Kirchhoff equations of fractional \(p\)-Laplacian involving logarithmic and critical nonlinearity (Q2137358) (← links)
- On a class of Schrödinger system problem in Orlicz-Sobolev spaces (Q2138101) (← links)
- Existence and multiplicity for fractional \(p\)-Kirchhoff problem with competitive nonlinearities and critical growth (Q2154613) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- The critical price for the American put in an exponential Lévy model (Q2271721) (← links)
- A PDE approach to fractional diffusion: a space-fractional wave equation (Q2315197) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- Fractional order Orlicz-Sobolev spaces (Q2420432) (← links)
- The Galerkin-Fourier method for the study of nonlocal parabolic equations (Q2421839) (← links)
- Exit problems in regime-switching models (Q2469551) (← links)
- A Space-Time Fractional Optimal Control Problem: Analysis and Discretization (Q2810568) (← links)
- Finite Element Approximation of the Parabolic Fractional Obstacle Problem (Q2817784) (← links)
- EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS (Q2841327) (← links)
- A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
- DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
- PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER (Q3107930) (← links)
- American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS (Q3400131) (← links)
- A FEM for an Optimal Control Problem of Fractional Powers of Elliptic Operators (Q3457096) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
