Pages that link to "Item:Q5484646"

The following pages link to Symmetry and duality in Lévy markets (Q5484646):

Displaying 19 items.

• A numerical analysis of American options with regime switching (Q618604) (← links)
• Symmetric martingales and symmetric smiles (Q734666) (← links)
• On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
• Barrier style contracts under Lévy processes once again (Q1744875) (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
• Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
• Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
• Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
• Stochastic flow approach to Dupire's formula (Q2463720) (← links)
• Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437) (← links)
• Semi-static hedging for certain Margrabe-type options with barriers (Q3088322) (← links)
• Exchangeability-type properties of asset prices (Q3173000) (← links)
• SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637) (← links)
• Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models (Q4682702) (← links)
• Detection of changes in a random financial sequence with a stable distribution (Q5123599) (← links)
• Skewness premium with Lévy processes (Q5245915) (← links)
• SYMMETRIES IN LÉVY TERM STRUCTURE MODELS (Q5487833) (← links)
• Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
• Perpetual American options with asset-dependent discounting (Q6139952) (← links)