Pages that link to "Item:Q2737019"
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The following pages link to Black-Scholes formula for a market in a random environment (Q2737019):
Displaying 7 items.
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- The pricing of European options on two underlying assets with delays (Q2150159) (← links)
- The pricing of options for securities markets with delayed response (Q2372448) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps (Q2722131) (← links)
- Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)
- Pricing formula of lookback option in stochastic delay differential equation model (Q6650774) (← links)