Pages that link to "Item:Q904596"
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The following pages link to Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596):
Displaying 12 items.
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- A finite difference method for pricing European and American options under a geometric Lévy process (Q2514654) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (Q6552966) (← links)
- Monte Carlo method for pricing lookback type options in Lévy models (Q6589448) (← links)
