Pages that link to "Item:Q2873134"

The following pages link to Inverting Analytic Characteristic Functions and Financial Applications (Q2873134):

Displaying 19 items.

• Numerical computation of hitting time distributions of increasing Lévy processes (Q334063) (← links)
• A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
• A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
• A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• Efficient pricing of European options on two underlying assets by frame duality (Q2304872) (← links)
• BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
• An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
• Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
• A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (Q3191822) (← links)
• Computing the exact distribution of a linear combination of generalized logistic random variables and its applications (Q3390602) (← links)
• Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions (Q4554510) (← links)
• Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
• Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
• A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (Q5247114) (← links)
• Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
• SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
• Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function (Q5861446) (← links)
• A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)