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1	$Enhancing Valuation of Variable Annuities in L\'evy Models with Stochastic Interest Rate$ $Enhancing Valuation of Variable Annuities in L\'evy Models with Stochastic Interest Rate$ Material Type: Article	Enhancing Valuation of Variable Annuities in L\'evy Models with Stochastic Interest Rate http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2404.07658 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
2	$American Passport options in an exponential L\'evy model$ $American Passport options in an exponential L\'evy model$ Material Type: Article	American Passport options in an exponential L\'evy model http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2307.16649 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
3	$American Exchange option driven by a L\'evy process$ $American Exchange option driven by a L\'evy process$ Material Type: Article	American Exchange option driven by a L\'evy process http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2307.10900 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
4	$Multivariate L\'evy Models: Calibration and Pricing$ $Multivariate L\'evy Models: Calibration and Pricing$ Material Type: Article	Multivariate L\'evy Models: Calibration and Pricing http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2303.13346 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
5	Material Type: Article	A Hamiltonian Approach to Floating Barrier Option Pricing http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2209.12542 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
6	Material Type: Article	Nonparametric estimates of option prices via Hermite basis functions http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2209.09656 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
7	Material Type: Article	On short-time behavior of implied volatility in a market model with indexes arXiv.org, 2024-04 2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2402.16509 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
8	Material Type: Article	Alternatives to classical option pricing arXiv.org, 2024-03 2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2403.17187 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
9	Material Type: Article	The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies arXiv.org, 2024-01 2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2401.16455 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
10	$European Power Option Pricing with Extended Vasic\v{e}k Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions$ $European Power Option Pricing with Extended Vasic\v{e}k Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions$ Material Type: Article	European Power Option Pricing with Extended Vasic\v{e}k Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2205.10665 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
11	$Hull and White and Al\`os type formulas for barrier options in stochastic volatility models with nonzero correlation$ $Hull and White and Al\`os type formulas for barrier options in stochastic volatility models with nonzero correlation$ Material Type: Article	Hull and White and Al\`os type formulas for barrier options in stochastic volatility models with nonzero correlation http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2205.05489 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
12	Material Type: Article	A Hedonic Index for Collectables Arising from Modelling Diamond Prices arXiv.org, 2023-12 2023. This work is published under http://creativecommons.org/publicdomain/zero/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/publicdomain/zero/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2312.11496 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
13	Material Type: Article	Default Process Modeling and Credit Valuation Adjustment arXiv.org, 2023-09 2023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2309.03311 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
14	Material Type: Article	An Efficient Unified Approach for Spread Option Pricing in a Copula Market Model http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2112.11968 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
15	$CBI-time-changed L\'evy processes for multi-currency modeling$ $CBI-time-changed L\'evy processes for multi-currency modeling$ Material Type: Article	CBI-time-changed L\'evy processes for multi-currency modeling http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2112.02440 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
16	Material Type: Article	Valuation of Equity Linked Securities with Guaranteed Return arXiv.org, 2023-06 2023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2306.15026 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
17	Material Type: Article	Generic Forward Curve Dynamics for Commodity Derivatives arXiv.org, 2023-06 2023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2306.12921 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
18	Material Type: Article	Maximum Implied Variance Slope -- Practical Aspects arXiv.org, 2023-04 2023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2304.13610 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
19	$Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\'evy Motions$ $Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\'evy Motions$ Material Type: Article	Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\'evy Motions http://creativecommons.org/licenses/by-nc-nd/4.0 ;DOI: 10.48550/arxiv.2109.02872 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
20	Material Type: Article	The Stochastic Balance Equation for the American Option Value Function and its Gradient arXiv.org, 2021-02 2021. This work is published under http://creativecommons.org/licenses/by-nc-nd/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-nd/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2102.12800 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by

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