Pages that link to "Item:Q4689913"
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The following pages link to Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913):
Displaying 6 items.
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- Sensitivity analysis for averaged asset price dynamics with gamma processes (Q1044013) (← links)
- Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
- Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
- GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES (Q3100753) (← links)
- Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model (Q5139218) (← links)