Pages that link to "Item:Q4634638"
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The following pages link to MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES (Q4634638):
Displaying 6 items.
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
- Building multivariate Sato models with linear dependence (Q5234317) (← links)