Pages that link to "Item:Q6158398"
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The following pages link to Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398):
Displaying 5 items.
- Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- Integro-differential equations for option prices in exponential Lévy models (Q2488481) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)