Pages that link to "Item:Q622505"
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The following pages link to Viscosity solutions of HJB equations arising from the valuation of European passport options (Q622505):
Displaying 5 items.
- Pricing and estimates of Greeks for passport option: A three time level approach (Q729847) (← links)
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- Pricing European passport option with radial basis function (Q1791773) (← links)
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)