Pages that link to "Item:Q2879017"
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The following pages link to Risk adjustments of option prices under time-changed dynamics (Q2879017):
Displaying 5 items.
- Option pricing impact of alternative continuous-time dynamics (Q1584193) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- (Q3501648) (← links)
- Changes of numéraire, changes of probability measure and option pricing (Q4842819) (← links)
- The economics of time as it is embedded in the prices of options§ (Q6158421) (← links)