The return barrier and return timer option with pricing under Lévy processes
Article in Expert Systems with Applications (December 2023)
The most recent citing publications are shown below. View all 12 publications that cite this research output on Dimensions.
Market Maker Inventory, Bid–Ask Spreads, and the Computation of Option Implied Risk Measures*
Article in Journal of Financial Econometrics (August 2022)
Recovering the market risk premium from higher‐order moment risks
Article in European Financial Management (October 2020)