Pages that link to "Item:Q2254307"
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The following pages link to Application of homotopy analysis method to option pricing under Lévy processes (Q2254307):
Displaying 6 items.
- Barrier option under Lévy model: a PIDE and Mellin transform approach (Q272119) (← links)
- A homotopy analysis method for the option pricing PDE in post-crash markets (Q500201) (← links)
- Homotopy analysis method for option pricing under stochastic volatility (Q550482) (← links)
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)