Pages that link to "Item:Q2892214"

The following pages link to Pricing Asian options under a hyper-exponential jump diffusion model (Q2892214):

Displaying 50 items.

• Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
• Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
• Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
• On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445) (← links)
• Pricing double-barrier options under a flexible jump diffusion model (Q833566) (← links)
• On first passage times of a hyper-exponential jump diffusion process (Q1015316) (← links)
• Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424) (← links)
• A unified approach for the pricing of options relating to averages (Q1627630) (← links)
• Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
• Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing (Q1651338) (← links)
• A Bayesian motivated Laplace inversion for multivariate probability distributions (Q1657819) (← links)
• Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
• Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470) (← links)
• Pricing arithmetic Asian options under hybrid stochastic and local volatility (Q1714760) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
• Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
• Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
• Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
• Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (Q2098012) (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
• Asian options and meromorphic Lévy processes (Q2255010) (← links)
• Kac-Lévy processes (Q2297322) (← links)
• Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
• Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
• Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
• Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
• General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
• Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
• Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
• (Q3307713) (← links)
• A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
• (Q3462860) (← links)
• CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
• MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
• Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
• Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
• Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
• Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697) (← links)
• Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing (Q4985239) (← links)
• A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
• (Q5017398) (← links)
• JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
• Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
• Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
• Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
• Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)