Pages that link to "Item:Q4606769"
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The following pages link to Computing Greeks for Lévy Models: The Fourier Transform Approach (Q4606769):
Displaying 11 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- A new computational scheme for computing Greeks by the asymptotic expansion approach (Q853863) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
- Numerical analysis on local risk-minimization for exponential Lévy models (Q2800048) (← links)
- A simulation approach to financial options Greeks estimation under Lévy processes (Q3132280) (← links)
- Calculating the Greeks by cubature formulae (Q3503276) (← links)
- Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes (Q4585676) (← links)
- Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
