Pages that link to "Item:Q4659187"
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The following pages link to Feller processes of normal inverse Gaussian type (Q4659187):
Displayed 10 items.
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← 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)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← 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)
- PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER (Q3107930) (← links)
- THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) (← links)
- PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014) (← links)
- PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936) (← links)