The following pages link to (Q3574012):
Displayed 7 items.
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Pricing extendible options using the fast Fourier transform (Q1719223) (← links)
- Some properties of the one-dimensional subordinated stable model (Q1726847) (← links)
- Binomial tree method for option pricing: discrete cosine transform approach (Q2140059) (← links)
- Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform (Q2218825) (← links)
- COUNTERPARTY CREDIT RISK IN A CLEARING NETWORK (Q5148003) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)