Pages that link to "Item:Q2873138"
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The following pages link to Pricing Bermudan options in Lévy process models (Q2873138):
Displaying 25 items.
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Bermudan option valuation under state-dependent models (Q1622628) (← links)
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- A simple and efficient numerical method for pricing discretely monitored early-exercise options (Q2113697) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
- Efficient pricing of Bermudan options using recombining quadratures (Q2517493) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Pricing barrier and Bermudan style options under time-changed Lévy processes: fast Hilbert transform approach (Q2878964) (← links)
- PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH (Q3521283) (← links)
- Valuation of American options under the CGMY model (Q4554225) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model (Q4691176) (← links)
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
- Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
- A Fast Finite Difference Method for Tempered Fractional Diffusion Equations (Q5160056) (← links)
- Machine Learning of Space-Fractional Differential Equations (Q5230657) (← links)
- Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
