Author: Ouwehand, Peter
Similar Items: Simulation of asset prices using Lévy processes
- Pricing multi-asset options in exponential levy models
- Pricing discretely monitored barrier options under exponential-Levy processes
- Pricing multi-asset options with levy copulas
- Sequential Calibration of Asset Pricing Models to Option Prices
- Fourier pricing of two-asset options: a comparison of methods
- Accurate estimation of risk when constructing efficient portfolios for the capital asset pricing model