Pages that link to "Item:Q272119"
From MaRDI portal
The following pages link to Barrier option under Lévy model: a PIDE and Mellin transform approach (Q272119):
Displaying 4 items.
- Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
- Barrier style contracts under Lévy processes once again (Q1744875) (← links)
- Application of homotopy analysis method to option pricing under Lévy processes (Q2254307) (← links)
- Pricing barrier and Bermudan style options under time-changed Lévy processes: fast Hilbert transform approach (Q2878964) (← links)