The following pages link to (Q4001128):
Displaying 13 items.
- Law of the exponential functional of one-sided Lévy processes and Asian options (Q1012394) (← links)
- Approximate valuation of average options (Q1313150) (← links)
- The distributions of annuities (Q1341325) (← links)
- The spectral expansion approach to index transforms and connections with the theory of diffusion processes (Q1660060) (← links)
- Contingent claims on assets with conversion costs. (Q1873082) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499) (← links)
- A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299) (← links)
- Exit times densities of the Bessel process (Q2980835) (← links)
- PASSPORT OPTIONS (Q4419297) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- Risk‐neutral pricing techniques and examples (Q6054366) (← links)
- Derivatives on nonstorable renewable resources: fish futures and options, not so fishy after all (Q6551688) (← links)
