Pages that link to "Item:Q4906524"
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The following pages link to ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS (Q4906524):
Displaying 8 items.
- Density of generalized Verhulst process and Bessel process with constant drift (Q507027) (← links)
- Some results on optimal stopping under phase-type distributed implementation delay (Q784790) (← links)
- A class of solvable multiple entry problems with forced exits (Q2422352) (← links)
- Pricing step options under the CEV and other solvable diffusion models (Q2853376) (← links)
- Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials (Q2872897) (← links)
- Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts (Q2962134) (← links)
- Time Series Analysis and Calibration to Option Data: A Study of Various Asset Pricing Models (Q3459711) (← links)
- Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098) (← links)
