Exotic option pricing and advanced Lévy models
Year of publication: |
2005
|
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Other Persons: | Kyprianou, Andreas (contributor) |
Publisher: |
Chichester : Wiley |
Subject: | Options (Finance) | Prices | Mathematical models | Lévy processes | Exotic options | Preismodell | Lévy-Prozess |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Lévy processes in finance : pricing financial derivatives
Schoutens, Wim, (2003)
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The volatility surface : a practitioner's guide
Gatheral, Jim, (2006)
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Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H., (2003)
- More ...
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A note on the α-quantile option
Ballotta, Laura, (2001)
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Some calculations for Israeli options
Kyprianou, Andreas, (2004)
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On optimal dividends in the dual model
Bayraktar, Erhan, (2012)
- More ...