The following pages link to (Q5322642):
Displaying 14 items.
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- MSM estimators of European options on assets with jumps (Q2757312) (← links)
- European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651) (← links)
- (Q3426605) (← links)
- A Behavioural Approach to the Pricing of European Options (Q4561916) (← links)
- (Q4901542) (← links)
- European option pricing when the riskfree interest rate follows a jump process (Q4951471) (← links)
- Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007) (← links)
- Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (Q5363115) (← links)
