Pages that link to "Item:Q4586315"
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The following pages link to Variational Solutions of the Pricing PIDEs for European Options in Lévy Models (Q4586315):
Displaying 17 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Weak reflection principle for Lévy processes (Q894806) (← links)
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
- Classification of Lévy processes with parabolic Kolmogorov backward equations (Q2821763) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- (Q3563146) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- Long-Range Dependence in the Risk-Neutral Measure for the Market on Lehman Brothers Collapse (Q4585680) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
- Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise (Q5018408) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
- The dynamics of Pareto distributed wealth in a small open economy (Q6074840) (← links)
- Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model (Q6182688) (← links)
