Pages that link to "Item:Q4522657"
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The following pages link to OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (Q4522657):
Displaying 46 items.
- A New Tempered Stable Distribution and Its Application to Finance (Q3606096) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
- PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
- Multiscale exponential Lévy-type models (Q4682996) (← links)
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
- EFFICIENT PRICING AND RELIABLE CALIBRATION IN THE HESTON MODEL (Q4902546) (← links)
- VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
- ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
- Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
- (Q5033284) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- Asymmetrically tempered stable distributions with applications to finance (Q5227569) (← links)
- Pricing discrete barrier options and credit default swaps under Lévy processes (Q5245896) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- Consistency Problems for Jump‐diffusion Models (Q5312580) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
- SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
- Efficient pricing of swing options in Lévy-driven models (Q5397406) (← links)
- PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831) (← links)
- Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables (Q5502087) (← links)
- PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936) (← links)
- Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data (Q5881685) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders (Q6070669) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)
- On the convolution equivalence of tempered stable distributions on the real line (Q6540882) (← links)
- Average-tempered stable subordinators with applications (Q6579706) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)
- Efficient evaluation of double-barrier options (Q6633865) (← links)
- Rational hedging with a diversity of implied volatilities (Q6643152) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)
- Short Option Maturity Term Structures of Skewness and Excess Kurtosis* (Q6671995) (← links)
