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Quantitative finance
International journal of theoretical and applied finance
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Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
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2
A systematic and efficient simulation scheme for the Greeks of financial derivatives
Lyuu, Yuh-dauh
;
Teng, Huei-Wen
;
Tseng, Yao-Te
;
Wang, …
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1199-1219
Persistent link: https://www.econbiz.de/10012194755
Saved in:
3
Marginal consistent dependence modelling using weak subordination for Brownian motions
Michaelsen, Markus
;
Szimayer, Alexander
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1909-1925
Persistent link: https://www.econbiz.de/10012262863
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