Narrow search
Showing 1 - 3 of 3
Cover Image
Efficient pricing and reliable calibration in the Heston model
Levendorskij, Sergej Z. - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-44
Persistent link: https://www.econbiz.de/10009685887
Cover Image
Method of paired contours and pricing barrier options and CDSs of long maturities
Levendorskij, Sergej Z. - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-58
Persistent link: https://www.econbiz.de/10010437194
Cover Image
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
Bojarčenko, Svetlana I.; Levendorskij, Sergej Z. - In: International journal of theoretical and applied finance 16 (2013) 3, pp. 1-40
Persistent link: https://www.econbiz.de/10009756073