Pages that link to "Item:Q3423398"
From MaRDI portal
The following pages link to A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398):
Displaying 14 items.
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Error estimates for multinomial approximations of American options in a class of jump diffusion models (Q3108370) (← links)
- A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309) (← links)
- Approximation for the Normal Inverse Gaussian Process Using Random Sums (Q3651647) (← links)
- Valuation of American options under the CGMY model (Q4554225) (← links)
- A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
- Multinomial method for option pricing under Variance Gamma (Q5031847) (← links)
