Pages that link to "Item:Q3298110"
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The following pages link to Option pricing formulas under a change of numèraire (Q3298110):
Displaying 7 items.
- Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069) (← links)
- Pricing convertible bonds and change of probability measure (Q741859) (← links)
- Option pricing in the presence of natural boundaries and a quadratic diffusion term (Q1376239) (← links)
- (Q3501021) (← links)
- CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)
- Changes of numéraire, changes of probability measure and option pricing (Q4842819) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)