Pages that link to "Item:Q703247"

The following pages link to An extension of the Euler Laplace transform inversion algorithm with applications in option pricing. (Q703247):

Displaying 23 items.

• Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
• On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
• Pricing double-barrier options under a flexible jump diffusion model (Q833566) (← links)
• Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424) (← links)
• Pricing external barrier options in a regime-switching model (Q1657586) (← links)
• Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
• Two-dimensional Laplace transform inversion using bivariate homogeneous two-point Padé approximants (Q2672723) (← links)
• Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
• Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
• A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (Q3191822) (← links)
• ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
• On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
• VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
• Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy (Q5001195) (← links)
• (Q5027046) (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
• A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (Q5247114) (← links)
• CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702) (← links)
• Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
• Numerical inverse transformation of double sided Laplace transform with parameter optimization (Q6585555) (← links)
• Pricing airbag option via first passage time approach (Q6592293) (← links)