Pages that link to "Item:Q4819432"
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The following pages link to Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432):
Displaying 7 items.
- An analysis of path-dependent options (Q261989) (← links)
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) (← links)
- Some applications of occupation times of Brownian motion with drift in mathematical finance (Q1302366) (← links)
- PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
