Pages that link to "Item:Q1766027"
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The following pages link to On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027):
Displaying 26 items.
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- On doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
- Time-randomized stopping problems for a family of utility functions (Q2810982) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- EPV-operators in barrier option with a simple time dependent barrier (Q2924443) (← links)
- Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
- ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
- Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes (Q6623339) (← links)
