Similar Items: Model risk for barrier options when priced under different lévy dynamics
- American Monte Carlo option pricing under pure jump levy models
- Pricing multi-asset options with levy copulas
- Fourier methods for pricing early-exercise options under levy dynamics
- Pricing and hedging asian options using Monte Carlo and integral transform techniques
- Calibration and Model Risk in the Pricing of Exotic Options Under Pure-Jump Lévy Dynamics
- Calculation aspects of the European Rebalanced Basket Option using Monte Carlo methods