Pages that link to "Item:Q2145708"
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The following pages link to Correction to: ``Semi-analytical prices for lookback and barrier options under the Heston model'' (Q2145708):
Displaying 6 items.
- A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422) (← links)
- A note on essential smoothness in the Heston model (Q484213) (← links)
- Correction to: ``No-arbitrage commodity option pricing with market manipulation'' (Q829342) (← links)
- Correction note for ``The large-maturity smile for the Heston model'' (Q1936834) (← links)
- Correction to: ``Pricing two-asset alternating barrier options with icicles and their variations'' (Q2131927) (← links)
- A correction note for price dynamics in a Markovian limit order market (Q2808182) (← links)