Pages that link to "Item:Q3018085"
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The following pages link to On the Solution of the Black-Sholes Equation with Jump Process (Q3018085):
Displaying 3 items.
- Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function (Q2471607) (← links)
- Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps (Q2722131) (← links)
- CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL (Q5237548) (← links)