Pages that link to "Item:Q3636741"
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The following pages link to Option pricing in the presence of random arbitrage return (Q3636741):
Displaying 5 items.
- Resonance phenomena in option pricing with arbitrage (Q2067175) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
- Using relative returns to accommodate fat-tailed innovations in processes and option pricing (Q5397452) (← links)
- CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE (Q5711092) (← links)