Pages that link to "Item:Q5039631"

The following pages link to Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631):

Displaying 8 items.

• Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
• Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
• On the distribution of the Hilbert transform of the local time of a symmetric Lévy process (Q1201184) (← links)
• Asian options and meromorphic Lévy processes (Q2255010) (← links)
• Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361) (← links)
• Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model (Q6498604) (← links)
• Exact simulation of the Hull and White stochastic volatility model (Q6572645) (← links)
• Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions (Q6589562) (← links)