Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2014.941914
Reference39 articles.
1. Multi-precision Laplace transform inversion
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5. On the optimal dividend problem for a spectrally negative Lévy process
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