Pages that link to "Item:Q4216119"
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The following pages link to Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach (Q4216119):
Displaying 3 items.
- Moment characteristic method in the optimal control theory of diffusion-type stochastic systems (Q2173800) (← links)
- Closed-form solutions via the invariant approach for one-factor commodity models (Q5054721) (← links)
- PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831) (← links)