Pages that link to "Item:Q4386250"
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The following pages link to On option pricing in the multidimensional Cox-Ross-Rubinstein model (Q4386250):
Displaying 7 items.
- Diffusion approximation for average investor's income with loss risk (Q493869) (← links)
- Valuation of derivative securities involving several assets using discrete time methods (Q919967) (← links)
- On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639) (← links)
- Richter's local limit theorem and Black-Scholes type formulas (Q2251714) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Multivariate option price models and extremes (Q4337161) (← links)
- On a generalized Cox-Ross-Rubinstein option market model (Q5946858) (← links)