Pages that link to "Item:Q5232086"
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The following pages link to Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086):
Displaying 7 items.
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
- Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← 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)
- Universal Monte Carlo method for Lévy processes and their extrema (Q6645006) (← links)
- Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models (Q6661387) (← links)
