Pages that link to "Item:Q315041"
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The following pages link to Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041):
Displaying 3 items.
- FFT-network for bivariate Lévy option pricing (Q2024616) (← links)
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (Q2088813) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)