Pages that link to "Item:Q1639540"
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The following pages link to Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540):
Displaying 7 items.
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- Application of homotopy analysis method to option pricing under Lévy processes (Q2254307) (← links)
- Pricing and hedging barrier options in a hyper-exponential additive model (Q2786031) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- Ergodic estimators of double exponential Ornstein-Uhlenbeck processes (Q6133114) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)