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Advantages of the Laplace Transform Approach in Pricing First Touch Digital Options in Levy-Driven Models
3 of 34 checkable references need attention · checked 2026-08-05
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.1142/9789812777485
does not resolve to a known work10.3150/bj/1193667819
does not resolve to a known work10.1017/s0001867800012350
The 31 checked references that resolve
resolves10.1137/s0036142903436186
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
resolves10.1111/j.1467-9965.2008.00338.x
PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH
resolves10.1002/j.1538-7305.1978.tb00601.x
An Inversion Technique for the Laplace Transform with Application to Approximation
resolves10.1080/14697680902896057
A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes
resolves10.1103/physreve.52.1197
Analytic approach to the problem of convergence of truncated Lévy flights towards the Gaussian stochastic process
resolves10.1142/s0219024906003834
PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES
resolves10.1134/s2070048211060068
An efficient numerical method to solve a special cass of integro-differential equations relating to the Levy models
resolves10.1155/2013/963625
Finite Difference Methods for Option Pricing under Lévy Processes: Wiener‐Hopf Factorization Approach
resolves10.21314/JCF.2005.157
The relative efficiency of numerical methods for pricing American options under Lévy processes
resolves10.1007/bf01782368
Zweidimensionale parabolische Randwertaufgaben als Grenzfall eindimensionaler Randwertaufgaben
resolves10.1142/s0219024904002402
ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM
resolves10.1016/j.camwa.2002.10.017
Comparison of sequence accelerators forthe Gaver method of numerical Laplace transform inversion
The 7 references without a DOI — listed, not checked
no DOI — not checkedFirst-Passage Probability
no DOI — not checkedref4
no DOI — not checkedref12
no DOI — not checkedApproximating general classes of L�vy processes by hyperexponential jump-diffusion processes
no DOI — not checkedAssets with jumps
no DOI — not checkedref36
no DOI — not checkedref39
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