Pages that link to "Item:Q1703561"

The following pages link to Option pricing in an exponential mixedts Lévy process (Q1703561):

Displaying 17 items.

• PricingMixedTS (Q39158) (← links)
• A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
• Cliquet option pricing with Meixner processes (Q1641936) (← links)
• Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
• Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
• Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
• VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
• Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
• Exponential stock models driven by tempered stable processes (Q2451785) (← links)
• Option pricing for time-change exponential Lévy model under MEMM (Q2480093) (← links)
• Integro-differential equations for option prices in exponential Lévy models (Q2488481) (← links)
• 混合指数跳扩散模型下基于 FST 方法的期权定价 (Q3307531) (← links)
• Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
• Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913) (← links)
• Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
• On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
• An efficient unified approach for spread option pricing in a copula market model (Q6549601) (← links)