Similar Items: On the use of Lèvy processes in option pricing
- Pricing of options with Lévy processes associated with orthogonal polynomials
- Pricing Options under Levy models using Spectral methods
- Pricing multi-asset options with levy copulas
- Pricing discretely monitored barrier options under exponential-Levy processes
- Pricing multi-asset options in exponential levy models
- Simulation of asset prices using Lévy processes