Pages that link to "Item:Q273845"
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The following pages link to Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula (Q273845):
Displaying 5 items.
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) (← links)
- From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
- The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
- Edgeworth Black-Scholes option pricing formula (Q2928937) (← links)
- HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? (Q3502130) (← links)