Pages that link to "Item:Q3147843"
From MaRDI portal
The following pages link to On the structure of proper Black-Scholes formulae (Q3147843):
Displaying 12 items.
- Non-uniqueness of option prices (Q921793) (← links)
- Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
- On the approximation of the Black and Scholes call function (Q2222059) (← links)
- A note on portfolios with risk-free internal gains (Q2371318) (← links)
- On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399) (← links)
- The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes (Q4292472) (← links)
- Derivation of the Black–Scholes Equation from Basic Principles (Q4581743) (← links)
- (Q4907374) (← links)
- On the implicit Black–Scholes formula (Q5451162) (← links)
- A VALUATION FORMULA FOR MULTI-ASSET, MULTI-PERIOD BINARIES IN A BLACK–SCHOLES ECONOMY (Q5851001) (← links)