Pages that link to "Item:Q4976512"
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The following pages link to Approximate Option Pricing in the Lévy Libor Model (Q4976512):
Displaying 4 items.
- Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model (Q601887) (← links)
- Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444) (← links)
- Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes (Q4585676) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)