Pages that link to "Item:Q3107930"
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The following pages link to PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER (Q3107930):
Displaying 10 items.
- Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks (Q2841327) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- Pricing discrete barrier options and credit default swaps under Lévy processes (Q5245896) (← links)
- PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831) (← links)
- Monte Carlo method for pricing lookback type options in Lévy models (Q6589448) (← links)
