Pages that link to "Item:Q2835278"
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The following pages link to Pricing Derivatives Under Lévy Models (Q2835278):
Displaying 24 items.
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
- Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397) (← links)
- Option valuation under the VG process by a DG method. (Q2058996) (← links)
- A numerical efficient splitting method for the solution of HIV time periodic reaction-diffusion model having spatial heterogeneity (Q2111674) (← links)
- Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (Q2170290) (← links)
- Multilayer heat equations: application to finance (Q2170292) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
- A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
- Comparison of stochastic correlation models (Q2314458) (← links)
- Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model (Q4626533) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance (Q5057699) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps (Q5373914) (← links)
- NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS (Q5376999) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (Q6552966) (← links)
- Pseudo-differential operators on matrix weighted Besov-Triebel-Lizorkin spaces (Q6563293) (← links)
- Monte Carlo method for pricing lookback type options in Lévy models (Q6589448) (← links)
- An easy-to-implement recursive fractional spectral-Galerkin method for multi-term weakly singular Volterra integral equations with non-smooth solutions (Q6624857) (← links)
- Non-regular pseudo-differential operators on matrix weighted Besov-Triebel-Lizorkin spaces (Q6661279) (← links)
- Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models (Q6661387) (← links)
