Pages that link to "Item:Q4682477"
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The following pages link to Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477):
Displaying 9 items.
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
- A general control variate method for Lévy models in finance (Q2178156) (← links)
- Pricing average options under time-changed Lévy processes (Q2447509) (← links)
- Recursive algorithms for pricing discrete variance options and volatility swaps under time-changed Lévy processes (Q2800053) (← links)
- Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing (Q2814674) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
