Pages that link to "Item:Q2722131"
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The following pages link to Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps (Q2722131):
Displaying 4 items.
- Option pricing in mathematical financial market with jumps and related problems. (Q1862674) (← links)
- The pricing of options for securities markets with delayed response (Q2372448) (← links)
- Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
- Black-Scholes formula for a market in a random environment (Q2737019) (← links)