Similar Items: Fourier methods for pricing early-exercise options under levy dynamics
- Pricing multi-asset options with levy copulas
- Model risk for barrier options when priced under different lévy dynamics
- American Monte Carlo option pricing under pure jump levy models
- Calibration and Model Risk in the Pricing of Exotic Options Under Pure-Jump Lévy Dynamics
- Applications of change of numéraire for option pricing
- A survey of computational methods for pricing Asian options