Pages that link to "Item:Q5697665"
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The following pages link to On European and Asian option pricing in the generalized hyperbolic model (Q5697665):
Displayed 4 items.
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns (Q2430251) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)