Pages that link to "Item:Q964690"
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The following pages link to Fast and accurate pricing of barrier options under Lévy processes (Q964690):
Displayed 29 items.
- Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
- 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)
- Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- A weak approximation for the Wiener–Hopf factorization (Q2813510) (← links)
- DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
- PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER (Q3107930) (← links)
- On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process (Q3108472) (← links)
- A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- Pricing discrete barrier options and credit default swaps under Lévy processes (Q5245896) (← links)
- Efficient pricing of swing options in Lévy-driven models (Q5397406) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)
- A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)