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American options in Lévy models with stochastic interest rates
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
The journal of computational finance
12
(
2009
)
4
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pp. 51-89
Persistent link: https://www.econbiz.de/10009534611
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Fast pricing and calculation of sensitivities of out-of-the-money European options under Lévy processes
Levendorskii, Sergei
;
Xie, Jiayao
- In:
The journal of computational finance
15
(
2012
)
3
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pp. 71-135
Persistent link: https://www.econbiz.de/10009968211
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