Pages that link to "Item:Q1862674"
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The following pages link to Option pricing in mathematical financial market with jumps and related problems. (Q1862674):
Displaying 5 items.
- Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems (Q335028) (← links)
- Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
- PDE and martingale methods in option pricing. (Q986029) (← links)
- Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps (Q2722131) (← links)
- (Q3655790) (← links)