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Local risk-minimization for Lévy markets
Arai, Takuji; Suzuki, Ryoichi - In: International journal of financial engineering 2 (2015) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
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Finite element based Monte Carlo simulation of options on Lévy driven assets
Karlsson, Patrik - In: International journal of financial engineering 5 (2018) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011922968
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Pricing spread options by generalized bivariate edgeworth expansion
Kao, Edward P.; Xie, Weiwei - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-30
Persistent link: https://www.econbiz.de/10011777833
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Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets
Habtemicael, Semere; SenGupta, Indranil - In: International journal of financial engineering 3 (2016) 4, pp. 1-35
Persistent link: https://www.econbiz.de/10011673089
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Occupation times of Lévy processes
Wu, Lan; Zhang, Xiao - In: International journal of financial engineering 8 (2021) 3, pp. 1-10
Persistent link: https://www.econbiz.de/10012655022