Pages that link to "Item:Q4610262"
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The following pages link to Early exercise boundary and option prices in Lévy driven models (Q4610262):
Displaying 5 items.
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)
- American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
- A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- Efficient evaluation of double-barrier options (Q6633865) (← links)