Pages that link to "Item:Q2627710"
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The following pages link to Asymptotic behaviour of random maturity barrier options (Q2627710):
Displaying 4 items.
- Asymptotics of European double-barrier option with compound Poisson component (Q1943547) (← links)
- Limit behavior of the prices of a barrier option in the Black-Scholes model with random drift and volatility (Q2849251) (← links)
- Digital barrier option contract with exponential random time (Q2874012) (← links)
- (Q4919172) (← links)