Pages that link to "Item:Q964690"

The following pages link to Fast and accurate pricing of barrier options under Lévy processes (Q964690):

Displaying 9 items.

• Additive subordination and its applications in finance (Q309162) (← links)
• Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
• A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
• Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
• On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
• The \(\beta\)-Meixner model (Q765298) (← links)
• On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
• Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
• Chebyshev interpolation for parametric option pricing (Q1650947) (← links)