Pages that link to "Item:Q904596"
From MaRDI portal
The following pages link to Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596):
Displaying 7 items.
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (Q6552966) (← links)
- Monte Carlo method for pricing lookback type options in Lévy models (Q6589448) (← links)
