Pages that link to "Item:Q4962464"
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The following pages link to The valuation of American options in a multidimensional exponential Lévy model (Q4962464):
Displaying 6 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- Valuation of American passport option using a three-time level scheme (Q2322412) (← links)
- Quasi-regular Dirichlet forms and the obstacle problem for elliptic equations with measure data (Q3389218) (← links)
- (Q5043554) (← links)
- On perpetual American options in a multidimensional Black–Scholes model (Q5094573) (← links)