Pages that link to "Item:Q5443740"
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The following pages link to On the Pricing of American Options in Exponential Lévy Markets (Q5443740):
Displayed 5 items.
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- On computing the price of financial instruments in foreign currency (Q1796242) (← links)
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)