Pages that link to "Item:Q617036"

The following pages link to Option pricing under some Lévy-like stochastic processes (Q617036):

Displaying 20 items.

• The quintessential option pricing formula under Lévy processes (Q735135) (← links)
• Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
• Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
• Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977) (← links)
• Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
• Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397) (← links)
• Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
• Lévy processes driven by stochastic volatility (Q2372257) (← links)
• Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
• Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
• Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813) (← links)
• Leveraged Lévy processes as models for stock prices (Q2786277) (← links)
• The smile of certain Lévy-type models (Q2873150) (← links)
• (Q3611491) (← links)
• Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
• Feller processes of normal inverse Gaussian type (Q4659187) (← links)
• Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913) (← links)
• Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
• Limit theorems for prices of options written on semi-Markov processes (Q5018754) (← links)
• A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing (Q5189716) (← links)