Pages that link to "Item:Q5388688"

The following pages link to Continuity Correction for Barrier Options in Jump-Diffusion Models (Q5388688):

Displaying 2 items.

• Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)