Pages that link to "Item:Q345721"
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The following pages link to On exact pricing of FX options in multivariate time-changed Lévy models (Q345721):
Displayed 7 items.
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- On computing the price of financial instruments in foreign currency (Q1796242) (← links)
- FFT-network for bivariate Lévy option pricing (Q2024616) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP (Q4571696) (← links)
- Truncated moment-generating functions of the NIG process and their applications (Q4975320) (← links)