Pages that link to "Item:Q5382407"
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The following pages link to Evaluation Finite Moment Log-Stable Option Pricing by a Spectral Method (Q5382407):
Displaying 4 items.
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- Numerical simulation of a finite moment log stable model for a European call option (Q2407863) (← links)
- On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794) (← links)