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Keyword [Levy processes]
Result: 1 - 15 | Page: 1 of 1
1.
Some Classes Of Stochastic Partial Differential Equations And Financial Derivatives Pricing
2.
Option Pricing For Stochastic Volatility Models With Jumps
3.
The Valuation Of Options For Jump Processes And The Choice Of Numeraire
4.
Delayed Black And Scholes Formulas Driven By Two Stochastic Processes
5.
Empirical Research For European Option Pricing Models On Levy Processes
6.
Some Study On Occupation Time Of Spectrally Negative Levy Processes And Diffusion
7.
The Study Of Penalty Function Of Insurance Complany Under The Stochastic Rate
8.
Alpha-stable, normal inverse Gaussian and multi-factor models for spot and futures modelling in natural gas
9.
Asset pricing with Levy jump processes
10.
Dependence structure for Levy processes and its application in finance
11.
Credit risk models with Levy processes
12.
Extending the Levy processes to multiasset products pricing
13.
Stochastic volatility with Levy processes: Calibration and pricing
14.
Leveraged Levy processes as models for stock prices
15.
Applications of short-time asymptotic methods to option pricing and change-point detection for Levy processes
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