Pages that link to "Item:Q2801933"
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The following pages link to A Laplace Transform Approach for Pricing European Options (Q2801933):
Displaying 5 items.
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007) (← links)
- Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)