Pages that link to "Item:Q4683049"

The following pages link to Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049):

Displayed 9 items.

• Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) ‎ (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) ‎ (← links)
• Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) ‎ (← links)
• Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) ‎ (← links)
• SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) ‎ (← links)
• ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) ‎ (← links)
• SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) ‎ (← links)
• A transform-based method for pricing Asian options under general two-dimensional models (Q6067803) ‎ (← links)
• Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) ‎ (← links)