The following pages link to (Q4331490):
Displaying 50 items.
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- A penalty method for a fractional order parabolic variational inequality governing American put option valuation (Q316424) (← links)
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
- Option pricing under some Lévy-like stochastic processes (Q617036) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- A posteriori error analysis for a class of integral equations and variational inequalities (Q707582) (← links)
- The quintessential option pricing formula under Lévy processes (Q735135) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Moments for tempered fractional advection-diffusion equations (Q977200) (← links)
- On Rényi information for ergodic diffusion processes (Q1007843) (← links)
- Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (Q1711138) (← links)
- Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
- Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
- Numerical valuation of options with jumps in the underlying (Q1775609) (← links)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
- Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
- Conformal accelerations method and efficient evaluation of stable distributions (Q2023071) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Adaptation to climate change: extreme events versus gradual changes (Q2054843) (← links)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- Non-symmetric stable operators: regularity theory and integration by parts (Q2131768) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390) (← links)
- The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- Preemption games under Lévy uncertainty (Q2345229) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- Numerical simulation of a finite moment log stable model for a European call option (Q2407863) (← links)
- Heat kernel asymptotics of the subordinator and subordinate Brownian motion (Q2419914) (← links)
- Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
- Monte Carlo option pricing for tempered stable (CGMY) processes (Q2461281) (← links)
