Multivariate marked poisson processes and market related multidimensional information flows

von Jevtić, Petar
Veröffentlicht in International journal of theoretical and applied finance (2019)

Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets

von Fusai, Gianluca
Veröffentlicht in Journal of banking & finance (2008)

Multivariate factor-based processes with Sato margins

von Marena, Marina
Veröffentlicht in International journal of theoretical and applied finance (2018)

Pricing multivariate barrier reverse convertibles with factor-based subordinators

von Marena, Marina
Veröffentlicht in The journal of computational finance (2018)

Levy processes and option pricing by recursive quadrature

Veröffentlicht in Encyclopedia of economics research ; Vol. 1 (2012)

Levy processes and option pricing by recursive quadrature

Veröffentlicht in Economic dynamics (2009)