Pages that link to "Item:Q2347464"
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The following pages link to A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464):
Displaying 3 items.
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
- American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
