Pages that link to "Item:Q853864"
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The following pages link to A complete-market generalization of the Black-Scholes model (Q853864):
Displaying 9 items.
- The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
- Call completeness implies completeness in the \(n\)-period model of a financial market (Q854278) (← links)
- Black-Scholes model under subordination (Q1860811) (← links)
- Valuation of a repriceable executive stock option (Q2268392) (← links)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- General Black-Scholes models accounting for increased market volatility from hedging strategies (Q4541555) (← links)
- (Q5498434) (← links)
- On a generalized Cox-Ross-Rubinstein option market model (Q5946858) (← links)