Pages that link to "Item:Q1106069"
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The following pages link to An extension of the Black-Scholes model of security valuation (Q1106069):
Displaying 12 items.
- Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
- A class of options with stochastic lives and an extension of the Black-Scholes formula (Q1278205) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
- MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS (Q3006610) (← links)
- Alternative Security Valuation Model: Theory and Empirical Results (Q5139520) (← links)
- (Q5498434) (← links)
- A VALUATION FORMULA FOR MULTI-ASSET, MULTI-PERIOD BINARIES IN A BLACK–SCHOLES ECONOMY (Q5851001) (← links)
