Pages that link to "Item:Q964687"

The following pages link to Numerical methods for Lévy processes (Q964687):

Displaying 16 items.

• Comparison of numerical methods on pricing equations with non-Lévy jumps (Q330364) (← links)
• A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
• A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
• Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
• Series representations for multivariate time-changed Lévy models (Q518858) (← links)
• Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
• Simulation of Student-Lévy processes using series representations (Q1729303) (← links)
• Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397) (← links)
• Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
• Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
• Forward equations for option prices in semimartingale models (Q2516772) (← links)
• A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
• Nonnormal Small Jump Approximation of Infinitely Divisible Distributions (Q2939262) (← links)
• Lévy Copulas: Review of Recent Results (Q2956050) (← links)