Pages that link to "Item:Q5388688"
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The following pages link to Continuity Correction for Barrier Options in Jump-Diffusion Models (Q5388688):
Displaying 11 items.
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Continuity correction for discrete barrier options with two barriers (Q455886) (← links)
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
- A continuity correction for discrete barrier options (Q2707182) (← links)
- Lookback option prices under a spectrally negative tempered-stable model (Q2841328) (← links)
- On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process (Q3108472) (← links)
- Connecting discrete and continuous lookback or hindsight options in exponential Lévy models (Q3111060) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
