Pages that link to "Item:Q3404096"
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The following pages link to Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096):
Displaying 8 items.
- Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
- Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Rates for branching particle approximations of continuous-discrete filters (Q2496507) (← links)
- Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913) (← links)
- A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing (Q5189716) (← links)
- Derivatives pricing with marked point processes using tick-by-tick data (Q5746746) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)
