Pages that link to "Item:Q1674900"
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The following pages link to Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900):
Displaying 3 items.
- Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
- Optimal portfolio of continuous‐time mean‐variance model with futures and options (Q4585052) (← links)
- A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process (Q4923341) (← links)