Pages that link to "Item:Q5746747"
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The following pages link to The valuation of structured products using Markov chain models (Q5746747):
Displaying 6 items.
- Two price economies in continuous time (Q470719) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- Momentum and reversion in risk neutral martingale probabilities (Q5245350) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Closed-form approximations for spread options in Lévy markets (Q6574591) (← links)