Pages that link to "Item:Q898993"
From MaRDI portal
The following pages link to Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993):
Displaying 14 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Tridiagonal implicit method to evaluate European and American options under infinite activity Lévy models (Q455849) (← links)
- Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
- Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- On finite difference schemes for partial integro-differential equations of Lévy type (Q2292034) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- A finite difference method for pricing European and American options under a geometric Lévy process (Q2514654) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- (Q3563146) (← links)
- 2D Gauss-Hermite Quadrature Method for Jump-Diffusion PIDE Option Pricing Models (Q4562628) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
