Pages that link to "Item:Q3022098"

The following pages link to ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM (Q3022098):

Displaying 37 items.

• Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
• Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
• An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
• A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
• Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
• Pricing double-barrier options under a flexible jump diffusion model (Q833566) (← links)
• Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
• Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
• Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
• Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
• Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
• Asymptotic and exact pricing of options on variance (Q1936829) (← links)
• Design of green bonds by double-barrier options (Q2182829) (← links)
• Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique (Q2349598) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
• PRICING AND HEDGING BARRIER OPTIONS IN A HYPER-EXPONENTIAL ADDITIVE MODEL (Q2786031) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• Pricing credit default swaps with bilateral value adjustments (Q2879019) (← links)
• A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options (Q3064014) (← links)
• DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
• METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
• APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING (Q3560080) (← links)
• ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
• A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151) (← links)
• On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
• Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899) (← links)
• ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
• Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
• CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
• VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
• Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
• A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
• LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
• On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
• Precautionary measures for credit risk management in jump models (Q5411898) (← links)