Pages that link to "Item:Q5443740"
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The following pages link to On the Pricing of American Options in Exponential Lévy Markets (Q5443740):
Displaying 15 items.
- Option pricing by mean correcting method for non-Gaussian Lévy processes (Q381063) (← links)
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- On computing the price of financial instruments in foreign currency (Q1796242) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Option pricing for time-change exponential Lévy model under MEMM (Q2480093) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)
- Model-independent no-arbitrage conditions on American put options (Q2800003) (← links)
- A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- The valuation of American options in a multidimensional exponential Lévy model (Q4962464) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)