Pages that link to "Item:Q818210"

The following pages link to Exotic options under Lévy models: an overview (Q818210):

Displaying 18 items.

• Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
• Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
• Quantifying the parameter dependent basin of the unsafe regime of asymmetric Lévy-noise-induced critical transitions (Q824060) (← links)
• Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596) (← links)
• Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
• Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
• Path integral Monte Carlo method for option pricing (Q2078655) (← links)
• Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
• Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
• Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
• Activity signature functions for high-frequency data analysis (Q2630154) (← links)
• Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
• Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy (Q3088978) (← links)
• Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options (Q4561939) (← links)
• A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)
• A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)