The following pages link to (Q3107551):
Displaying 5 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)