Pages that link to "Item:Q456278"
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The following pages link to On predicting the ultimate maximum for exponential Lévy processes (Q456278):
Displaying 6 items.
- On exact pricing of FX options in multivariate time-changed Lévy models (Q345721) (← links)
- On predicting the maximum of a semimartingale and the optimal moment to sell a stock (Q500285) (← links)
- Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications (Q2803412) (← links)
- Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
