Cited in
(22)- Jumping hedges on the strength of the Mellin transform
- An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting
- Predicting DAX trends from Dow Jones data by methods of the mathematical theory of democracy
- Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option
- A fast numerical method for the valuation of American lookback put options
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS
- Downside risks in EU carbon and fossil fuel markets
- On a mixture vector autoregressive model
- Projection and contraction method for the valuation of American options
- Weak Galerkin finite element method for valuation of American options
- KapSyn
- Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation
- Front-fixing FEMs for the pricing of American options based on a PML technique
- Estimating default barriers from market information
- Option pricing with heavy-tailed distributions of logarithmic returns
- Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations
- A new elementary geometric approach to option pricing bounds in discrete time models
- Options strategies with the risk adjustment
- Stochastic volatility models and the pricing of VIX options
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