Pages that link to "Item:Q5487828"
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The following pages link to A QUASI-MONTE CARLO ALGORITHM FOR THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND VALUATION OF FINANCIAL DERIVATIVES (Q5487828):
Displaying 5 items.
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Pricing of basket options using univariate normal inverse Gaussian approximations (Q2997946) (← links)
- Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (Q4639250) (← links)
- Intrinsic objective Bayesian estimation of the mean of the Tweedie family (Q5228145) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)