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Lévy processes
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Asia-Pacific financial markets
International journal of theoretical and applied finance
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of Risk and Financial Management
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The journal of computational finance
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The North American journal of economics and finance : a journal of financial economics studies
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
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Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
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3
Application of homotopy analysis method to option pricing under Lévy processes
Sakuma, Takayuki
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010358467
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