The following pages link to (Q3007895):
Displaying 3 items.
- Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options (Q4633275) (← links)
- A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting (Q4683117) (← links)
- Conditional expectation determination based on the J-process using Malliavin calculus applied to pricing American options (Q5219504) (← links)