Pages that link to "Item:Q4804742"
From MaRDI portal
The following pages link to On a new approach to calculating expectations for option pricing (Q4804742):
Displayed 10 items.
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Fourier inversion formulas in option pricing and insurance (Q835682) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
- Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
- (Q5389732) (← links)