Pages that link to "Item:Q4646489"
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The following pages link to Feller processes of normal inverse Gaussian type (Q4646489):
Displayed 27 items.
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- Option pricing under some Lévy-like stochastic processes (Q617036) (← links)
- The fractional multivariate normal tempered stable process (Q714607) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Normal tempered stable copula (Q2339016) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Foster-Hart optimization for currency portfolios (Q2697032) (← links)
- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
- Long-Range Dependence in the Risk-Neutral Measure for the Market on Lehman Brothers Collapse (Q4585680) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- Elliptical tempered stable distribution (Q5001190) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- Tempered stable processes with time-varying exponential tails (Q5072913) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- Asymmetrically tempered stable distributions with applications to finance (Q5227569) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
- SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- Option Pricing in Illiquid Markets with Jumps (Q5742994) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)