Pages that link to "Item:Q2233615"
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The following pages link to On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615):
Displaying 4 items.
- Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
- The pricing problem for a class of permanent American option (Q3381019) (← links)
- Pricing formulas for perpetual American options with general payoffs (Q5065585) (← links)