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American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
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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
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pp. 443-468
Persistent link: https://www.econbiz.de/10015394806
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