Pages that link to "Item:Q2488481"

The following pages link to Integro-differential equations for option prices in exponential Lévy models (Q2488481):

Displaying 38 items.

• Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
• (Q3563146) (← links)
• A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
• American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
• Dirichlet Forms and Finite Element Methods for the SABR Model (Q4579839) (← links)
• Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239) (← links)
• A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (Q4609028) (← links)
• Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
• Splitting Methods for Fokker-Planck Equations Related to Jump-Diffusion Processes (Q4626515) (← links)
• On oscillation of integro-differential equations (Q4633743) (← links)
• SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637) (← links)
• CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
• Error Bounds for Small Jumps of Lévy Processes (Q4915651) (← links)
• Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (Q4988556) (← links)
• Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
• Isogeometric analysis in option pricing (Q5031706) (← links)
• Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
• Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
• Numerical solution of two-dimensional nonlinear Volterra integral equations of the first kind using operational matrices of hybrid functions (Q5097831) (← links)
• Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131) (← links)
• Exit Problems as the Generalized Solutions of Dirichlet Problems (Q5232228) (← links)
• CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL (Q5237548) (← links)
• How to make Dupire’s local volatility work with jumps (Q5245895) (← links)
• SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS (Q5265240) (← links)
• PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831) (← links)
• (Q5506190) (← links)
• Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
• (Q5884081) (← links)
• A collocation method using generalized Laguerre polynomials for solving nonlinear optimal control problems governed by integro-differential equations (Q6049328) (← links)
• Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
• Some classes of first-order integro-differential equations and their conjugate equations (Q6059326) (← links)
• A numerical approach for singularly perturbed reaction diffusion type Volterra-Fredholm integro-differential equations (Q6093339) (← links)
• \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
• Stochastic transmission in epidemiological models (Q6198020) (← links)
• Short time behavior of the ATM implied skew in the ADO-Heston model (Q6581627) (← links)
• E-PINN: extended physics informed neural network for the forward and inverse problems of high-order nonlinear integro-differential equations (Q6590587) (← links)
• Solving multi-point problem for Volterra-Fredholm integro-differential equations using Dzhumabaev parameterization method (Q6595214) (← links)
• A monotone second-order numerical method for Fredholm integro-differential equation (Q6649178) (← links)