↓ Skip to main content
What is this page? Embed badge

Pricing Derivatives Under Lévy Models

Overview of attention for book
Cover of 'Pricing Derivatives Under Lévy Models'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Basics of the Finite Difference Method
  3. Altmetric Badge
    Chapter 2 Modern Finite Difference Approach
  4. Altmetric Badge
    Chapter 3 An M-Matrix Theory and FD
  5. Altmetric Badge
    Chapter 4 A Brief Introduction to Lévy Processes
  6. Altmetric Badge
    Chapter 5 Pseudoparabolic and Fractional Equations of Option Pricing
  7. Altmetric Badge
    Chapter 6 Pseudoparabolic Equations for Various Lévy Models
  8. Altmetric Badge
    Chapter 7 High-Order Splitting Methods for Forward PDEs and PIDEs
  9. Altmetric Badge
    Chapter 8 Multidimensional Structural Default Models and Correlated Jumps
  10. Altmetric Badge
    Chapter 9 LSV Models with Stochastic Interest Rates and Correlated Jumps
  11. Altmetric Badge
    Chapter 10 Stochastic Skew Model
Attention for Chapter 5: Pseudoparabolic and Fractional Equations of Option Pricing
Altmetric Badge

Citations

dimensions_citation
31 Dimensions
Summary Dimensions citations
So far, Dimensions has found 31 publications that cite this research output.

31

The most recent citing publications are shown below. View all 31 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.