Pages that link to "Item:Q1766027"
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The following pages link to On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027):
Displayed 9 items.
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- On doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
- ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)