Pages that link to "Item:Q4522657"
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The following pages link to OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (Q4522657):
Displaying 50 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Approximations for the distributions of bounded variation Lévy processes (Q613155) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Tempering stable processes (Q885259) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
- Barrier options and touch-and-out options under regular Lévy processes of exponential type (Q1872362) (← links)
- Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
- Extending the Fama and French model with a long term memory factor (Q2030695) (← links)
- Tempered positive Linnik processes and their representations (Q2106799) (← links)
- Tempered fractional order compartment models and applications in biology (Q2162646) (← links)
- Quadratic variation, models, applications and lessons (Q2170296) (← 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)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- The relative entropy in CGMY processes and its applications to finance (Q2472193) (← links)
- Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL (Q2814666) (← links)
- EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS (Q2841327) (← links)
- LOOKBACK OPTION PRICES UNDER A SPECTRALLY NEGATIVE TEMPERED-STABLE MODEL (Q2841328) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
- PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER (Q3107930) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- The tempered stable process with infinitely divisible inverse subordinators (Q3301420) (← links)
- Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
- PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS (Q3400131) (← links)
- APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING (Q3560080) (← links)
- A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151) (← links)
- A New Tempered Stable Distribution and Its Application to Finance (Q3606096) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
