Pages that link to "Item:Q6484502"
From MaRDI portal
The following pages link to European option pricing formula in risk-aversive markets (Q6484502):
Displaying 4 items.
- Explicit pricing formulas for European option with asset exposed to double defaults risk (Q1727278) (← links)
- A modified Black-Scholes pricing formula for European options with bounded underlying prices (Q1732426) (← links)
- (Q3501474) (← links)
- A closed-form approximation formula for pricing European options under a three-factor model (Q5051203) (← links)