Pages that link to "Item:Q4659187"

The following pages link to Feller processes of normal inverse Gaussian type (Q4659187):

Displaying 20 items.

• Additive subordination and its applications in finance (Q309162) (← links)
• Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← 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)
• 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)
• Aumann-Serrano index of risk in portfolio optimization (Q2067257) (← links)
• On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
• American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
• Implied risk aversion: an alternative rating system for retail structured products (Q2328778) (← links)
• The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation (Q2399305) (← links)
• What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
• Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
• Dispersive estimates for solutions to the perturbed one-dimensional Klein-Gordon equation with and without a one-gap periodic potential (Q2929414) (← 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)
• PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936) (← links)