Pages that link to "Item:Q2006127"
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The following pages link to Pricing approximations and error estimates for local Lévy-type models with default (Q2006127):
Displaying 4 items.
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
- Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
- Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (Q6143573) (← links)