Pages that link to "Item:Q5363200"
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The following pages link to Stochastic Expansion for the Pricing of Call Options with Discrete Dividends (Q5363200):
Displaying 4 items.
- Weak approximation of averaged diffusion processes (Q2434489) (← links)
- Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
- Asymptotics of riskless profit under selling of discrete time call options (Q4425014) (← links)
- New Approximations in Local Volatility Models (Q4561938) (← links)