Similar Items: Pricing discretely monitored barrier options under exponential-Levy processes
- Pricing multi-asset options in exponential levy models
- Simulation of asset prices using Lévy processes
- American Monte Carlo option pricing under pure jump levy models
- Model risk for barrier options when priced under different lévy dynamics
- Calibration and Model Risk in the Pricing of Exotic Options Under Pure-Jump Lévy Dynamics
- Gaussian Process Regression for Option Pricing and Hedging