Pages that link to "Item:Q2005268"
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The following pages link to Symmetry methods for option pricing (Q2005268):
Displaying 5 items.
- Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Symmetry Breaking for Black–Scholes Equations (Q2960054) (← links)
- A terminal condition in linear bond-pricing under symmetry invariance (Q6059353) (← links)
- Invariant solutions of the Heston model for European option with dividend yield (Q6172072) (← links)