Pages that link to "Item:Q4610252"
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The following pages link to Option pricing with Weyl–Titchmarsh theory (Q4610252):
Displaying 5 items.
- Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE (Q2569895) (← links)
- Option pricing with Legendre polynomials (Q2628349) (← links)
- Pricing step options under the CEV and other solvable diffusion models (Q2853376) (← links)
- OPTION PRICING WITH FEEDBACK EFFECTS (Q4653573) (← links)
- A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (Q5324398) (← links)