Pages that link to "Item:Q4683117"
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The following pages link to A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting (Q4683117):
Displaying 3 items.
- Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options (Q4633275) (← links)
- Option prices and stock market momentum: evidence from China (Q5026531) (← links)
- Conditional expectation determination based on the J-process using Malliavin calculus applied to pricing American options (Q5219504) (← links)