The following pages link to (Q3519589):
Displaying 9 items.
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Strong mixing measures for \(C_0\)-semigroups (Q2341007) (← links)
- A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
- The specification property for \(C_0\)-semigroups (Q2424125) (← links)
- Chaotic solution for the Black-Scholes equation (Q2884425) (← links)
- On the structure of proper Black-Scholes formulae (Q3147843) (← links)
- On the implicit Black–Scholes formula (Q5451162) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)
- On a class of problems related to financial mathematics (Q6632402) (← links)
