has been cited by the following article(s):
[1]
|
Correlating Lévy processes with self-decomposability: applications to energy markets
Decisions in Economics and Finance,
2021
DOI:10.1007/s10203-021-00352-9
|
|
|
[2]
|
Black Basket Analytics for Mid-Curves and Spread-Options
SSRN Electronic Journal ,
2020
DOI:10.2139/ssrn.3633709
|
|
|
[3]
|
Rainbows and Transforms: Semi-Analytic Formulae
SSRN Electronic Journal ,
2020
DOI:10.2139/ssrn.3546869
|
|
|
[4]
|
Pricing exchange options with correlated jump diffusion processes
Quantitative Finance,
2018
DOI:10.1080/14697688.2017.1423371
|
|
|
[5]
|
Efficient Parallel Solution Methods for High-Dimensional Option Pricing Problems
SSRN Electronic Journal,
2015
DOI:10.2139/ssrn.2591254
|
|
|