Pages that link to "Item:Q5267902"
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The following pages link to Laplace transform approach to option pricing for time-changed Brownian models (Q5267902):
Displaying 5 items.
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- An extension of the Euler Laplace transform inversion algorithm with applications in option pricing. (Q703247) (← links)
- SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
- Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
- Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)