The following pages link to (Q3597731):
Displaying 6 items.
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Option pricing using a binomial model with random time steps (A formal model of gamma hedging) (Q375247) (← links)
- Malliavin calculus in construction of hedging portfolio for the Heston model of a financial market (Q2732368) (← links)
- (Q3117148) (← links)
- A Stochastic Control Approach to the Pricing of Options (Q3487095) (← links)
- The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes (Q4292472) (← links)