Pages that link to "Item:Q5297932"
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The following pages link to On American Options Under the Variance Gamma Process (Q5297932):
Displaying 26 items.
- On exact pricing of FX options in multivariate time-changed Lévy models (Q345721) (← links)
- Pricing permanent convertible bonds in EVG model (Q377906) (← links)
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
- A posteriori error analysis for a class of integral equations and variational inequalities (Q707582) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- On computing the price of financial instruments in foreign currency (Q1796242) (← links)
- A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
- Convertible bond pricing with partial integro-differential equation model (Q1997146) (← links)
- Option valuation under the VG process by a DG method. (Q2058996) (← links)
- Multigrid method for pricing European options under the CGMY process (Q2126958) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications (Q2803412) (← links)
- Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437) (← links)
- OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP (Q4571696) (← links)
- A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
- PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
- Multinomial method for option pricing under Variance Gamma (Q5031847) (← links)
- An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
