Pages that link to "Item:Q3400129"
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The following pages link to PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129):
Displaying 3 items.
- A note on the joint distribution of \(\alpha, \beta \)-percentiles and its application to the option pricing (Q1000526) (← links)
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) (← links)
- Fractional intertwinings between two Markov semigroups (Q2390986) (← links)