Pages that link to "Item:Q735135"
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The following pages link to The quintessential option pricing formula under Lévy processes (Q735135):
Displaying 7 items.
- Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
- Option pricing under some Lévy-like stochastic processes (Q617036) (← links)
- Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
- A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing (Q5189716) (← links)