Pages that link to "Item:Q2910830"
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The following pages link to A comprehensive mathematical approach to exotic option pricing (Q2910830):
Displaying 5 items.
- Option pricing under some Lévy-like stochastic processes (Q617036) (← links)
- The quintessential option pricing formula under Lévy processes (Q735135) (← links)
- General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs (Q898553) (← links)
- On the pricing of exotic options: a new closed-form valuation approach (Q2213572) (← links)
- (Q3075650) (← links)