American Monte Carlo option pricing under pure jump levy models by West, Lydia

Subjects: “…Exponential Levy processes…”
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Model risk for barrier options when priced under different lévy dynamics by Mbakwe, Chidinma

Subjects: “…Levy processes…”
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Fourier methods for pricing early-exercise options under levy dynamics by Fadina, Tolulope Rhoda

Subjects: “…Levy processes…”
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Pricing multi-asset options with levy copulas by Dushimimana, Jean Claude

Subjects: “…Levy processes…”
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The Levy-LIBOR model with default risk by Walljee, Raabia

Subjects: “…Levy processes…”
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Calibration and Model Risk in the Pricing of Exotic Options Under Pure-Jump Lévy Dynamics by Mboussa Anga, Gael

Subjects: “…Lévy process…”
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