The following pages link to (Q4494282):
Displaying 10 items.
- A complete-market generalization of the Black-Scholes model (Q853864) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- Option price when the stock is a semimartingale (Q1860583) (← links)
- Black-Scholes formula for a market in a random environment (Q2737019) (← links)
- A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (Q3155280) (← links)
- Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975) (← links)
- A SIMPLE OPTION PRICING MODEL WITH MARKOVIAN VOLATILITIES (Q4286354) (← links)
- (Q4802405) (← links)
- Semi‐efficient valuations and put‐call parity (Q4962463) (← links)
- Limit theorems for prices of options written on semi-Markov processes (Q5018754) (← links)