Pages that link to "Item:Q5297932"

The following pages link to On American Options Under the Variance Gamma Process (Q5297932):

Displayed 9 items.

• Pricing permanent convertible bonds in EVG model (Q377906) ‎ (← links)
• Jump tail dependence in Lévy copula models (Q385630) ‎ (← links)
• A posteriori error analysis for a class of integral equations and variational inequalities (Q707582) ‎ (← links)
• Exotic options under Lévy models: an overview (Q818210) ‎ (← links)
• Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) ‎ (← links)
• Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) ‎ (← links)
• A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) ‎ (← links)
• Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) ‎ (← links)
• Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437) ‎ (← links)