Pages that link to "Item:Q5198561"
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The following pages link to Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models (Q5198561):
Displayed 5 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Barrier style contracts under Lévy processes once again (Q1744875) (← links)
- Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models (Q4584999) (← links)
- Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513) (← links)
- Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)