Pages that link to "Item:Q5487831"
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The following pages link to PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831):
Displayed 6 items.
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS (Q3400131) (← links)
- A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151) (← links)
- VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)