Pages that link to "Item:Q2339349"
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The following pages link to A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (Q2339349):
Displaying 5 items.
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)