Pages that link to "Item:Q5745541"
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The following pages link to Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541):
Displayed 7 items.
- On exact pricing of FX options in multivariate time-changed Lévy models (Q345721) (← links)
- Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution (Q2223873) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications (Q2803412) (← links)
- Truncated moment-generating functions of the NIG process and their applications (Q4975320) (← links)