Pages that link to "Item:Q4653014"

The following pages link to PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014):

Displaying 24 items.

• Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
• An inverse problem for the fractional Schrödinger equation in a magnetic field (Q5000577) (← links)
• Uniqueness for the Fractional Calderón Problem with Quasilocal Perturbations (Q5056684) (← links)
• SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
• (Q5101499) (← links)
• A Priori Error Estimates for the Optimal Control of the Integral Fractional Laplacian (Q5232242) (← links)
• Pricing discrete barrier options and credit default swaps under Lévy processes (Q5245896) (← 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)
• A reaction coefficient identification problem for fractional diffusion (Q5382469) (← links)
• Uniqueness of minimal energy solutions for a semilinear problem involving the fractional Laplacian (Q5384817) (← links)
• Free boundary problems and perpetual American strangles (Q5397447) (← links)
• PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831) (← links)
• Finite element discretizations for variable-order fractional diffusion problems (Q6053001) (← links)
• An adaptive finite element method for the sparse optimal control of fractional diffusion (Q6071650) (← links)
• Regularity results for Choquard equations involving fractional <i>p</i>‐Laplacian (Q6073235) (← links)
• Existence and uniqueness of distributional solution for semilinear fractional elliptic equation involving new operator and some numerical results (Q6139750) (← links)
• Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)
• Fractional Calderón problem on a closed Riemannian manifold (Q6567156) (← links)
• Shape optimization for interface identification in nonlocal models (Q6568931) (← links)
• Tempered fractional Sobolev spaces (Q6601144) (← links)
• On a Schrödinger equation involving fractional \((N/s_1,q)\)-Laplacian with critical growth and Trudinger-Moser nonlinearity (Q6604198) (← links)
• Existence of solutions for fractional \((p,q)\)-Laplacian problems involving critical Hardy-Sobolev nonlinearities (Q6619693) (← links)
• Efficient evaluation of double-barrier options (Q6633865) (← links)