Pages that link to "Item:Q4676167"
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The following pages link to Pricing American currency options in an exponential Lévy model (Q4676167):
Displayed 7 items.
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Mitigating global warming: a real options approach (Q1699103) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)