Pages that link to "Item:Q5696880"
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The following pages link to THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (Q5696880):
Displayed 11 items.
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES (Q2800053) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- BARRIER OPTION PRICING BY BRANCHING PROCESSES (Q3655557) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- Uniqueness of minimal energy solutions for a semilinear problem involving the fractional Laplacian (Q5384817) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)