Pages that link to "Item:Q1883479"
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The following pages link to On Asian option pricing for NIG Lévy processes (Q1883479):
Displaying 29 items.
- On exact pricing of FX options in multivariate time-changed Lévy models (Q345721) (← links)
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
- Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method (Q661267) (← links)
- Default prediction with the Merton-type structural model based on the NIG Lévy process (Q730567) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
- Lévy process-driven asymmetric heteroscedastic option pricing model and empirical analysis (Q1727182) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361) (← links)
- Pricing average options under time-changed Lévy processes (Q2447509) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- An exploration of a balanced up-downwind scheme for solving Heston volatility model equations on variable grids (Q2632499) (← links)
- Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
- PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS (Q3005964) (← links)
- Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy (Q3088978) (← links)
- (Q3369466) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477) (← links)
- Truncated moment-generating functions of the NIG process and their applications (Q4975320) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS (Q5419642) (← links)
- Computational Science - ICCS 2004 (Q5712714) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)
- An affine property of the reciprocal Asian option process (Q5939263) (← links)
- Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
