Narrow search
Showing 1 - 4 of 4
Cover Image
Pricing multivariate barrier reverse convertibles with factor-based subordinators
Marena, Marina; Romeo, Andrea; Semeraro, Patrizia - In: The journal of computational finance 21 (2017/2018) 5, pp. 97-129
Persistent link: https://www.econbiz.de/10011860940
Cover Image
Error analysis in Fourier methods for option pricing
Crocce, Fabián; Häppölä, Juho; Kiessling, Jonas; … - In: The journal of computational finance 21 (2017) 1, pp. 53-82
Persistent link: https://www.econbiz.de/10011691613
Cover Image
Transform-based evluation of prices and Greeks of lookback options driven by Lévy processes
Asghari, Naser M.; Mandjes, Michel - In: The journal of computational finance 20 (2016) 2, pp. 67-100
Persistent link: https://www.econbiz.de/10011656711
Cover Image
Option pricing in exponential Lévy models with transaction cost
Cantarutti, Nicola; Guerra, Manuel; Guerra, João; … - In: The journal of computational finance 23 (2020) 5, pp. 1-31
Persistent link: https://www.econbiz.de/10012295860