Pages that link to "Item:Q375247"
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The following pages link to Option pricing using a binomial model with random time steps (A formal model of gamma hedging) (Q375247):
Displaying 6 items.
- The random-time binomial model (Q1960552) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- Pricing catastrophe options in discrete operational time (Q2518548) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376) (← links)