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Numerical methods for Lévy processes
Hilber, N.; Reich, N.; Schwab, C.; Winter, C. - In: Finance and stochastics 13 (2009) 4, pp. 471-500
Persistent link: https://www.econbiz.de/10003899475
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Fast and accurate pricing of barrier options under Lévy processes
Kudryavtsev, Oleg; Levendorskiǐ, Sergei - In: Finance and stochastics 13 (2009) 4, pp. 531-562
Persistent link: https://www.econbiz.de/10003899529
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In which financial markets do mutual fund theorems hold true?
Schachermayer, Walter; Sîrbu, Mihai; Taflin, Erik - In: Finance and stochastics 13 (2009) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10003939474
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Polynomial approximation of discounted moments
Zhao, Chenyu; Beek, Misha van; Spreij, Peter; Ba, Makhtar - In: Finance and stochastics 29 (2025) 1, pp. 63-95
Persistent link: https://www.econbiz.de/10015394774
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Importance sampling for option pricing with feedforward neural networks
Arandjelović, Aleksandar; Rheinländer, Thorsten; … - In: Finance and stochastics 29 (2025) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10015394776
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Pricing of contingent claims in large markets
Mostovyi, Oleksii; Siorpaes, Pietro - In: Finance and stochastics 29 (2025) 1, pp. 177-217
Persistent link: https://www.econbiz.de/10015394781
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Efficient evaluation of expectations of functions of a Lévy process and its extremum
Bojarčenko, Svetlana I.; Levendorskij, Sergej Z. - In: Finance and stochastics 29 (2025) 2, pp. 443-468
Persistent link: https://www.econbiz.de/10015394806
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Perturbed Brownian motion and its application to Parisian option pricing
Dassios, Angelos; Wu, Shanle - In: Finance and stochastics 14 (2010) 3, pp. 473-494
Persistent link: https://www.econbiz.de/10009533860
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My journey through finance and stochastics
Musiela, Marek - In: Finance and stochastics 26 (2022) 1, pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
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A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan; Wiesel, Johannes - In: Finance and stochastics 25 (2021) 3, pp. 427-468
Persistent link: https://www.econbiz.de/10012585981