Pages that link to "Item:Q2461281"
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The following pages link to Monte Carlo option pricing for tempered stable (CGMY) processes (Q2461281):
Displayed 12 items.
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
- On the jump activity index for semimartingales (Q738115) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations (Q2821763) (← links)
- LOOKBACK OPTION PRICES UNDER A SPECTRALLY NEGATIVE TEMPERED-STABLE MODEL (Q2841328) (← links)
- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
- Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
- Numerical Methods for SPDEs with Tempered Stable Processes (Q5254701) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)