Pages that link to "Item:Q2148591"
From MaRDI portal
The following pages link to Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591):
Displaying 8 items.
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists (Q2150929) (← links)
- Novel approaches for getting the solution of the fractional Black-Scholes equation described by Mittag-Leffler fractional derivative (Q2195502) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- (Q5143847) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
