The following pages link to (Q4425386):
Displaying 7 items.
- Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Pricing average options under time-changed Lévy processes (Q2447509) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477) (← links)
