Pages that link to "Item:Q252930"
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The following pages link to Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930):
Displaying 5 items.
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- (Q3611491) (← links)
- Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model (Q5093724) (← links)
