Pages that link to "Item:Q609069"
From MaRDI portal
The following pages link to Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069):
Displaying 3 items.
- Option pricing under the Merton model of the short rate (Q1037800) (← links)
- THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
- Option pricing under the Merton model of the short rate in subdiffusive Brownian motion regime (Q5106795) (← links)