Pages that link to "Item:Q334773"
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The following pages link to Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773):
Displaying 9 items.
- Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks (Q2841327) (← links)
- Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- Laplace transform approach to option pricing for time-changed Brownian models (Q5267902) (← links)
- PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831) (← links)
- Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)
- Monte Carlo method for pricing lookback type options in Lévy models (Q6589448) (← links)
