Pages that link to "Item:Q4933193"
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The following pages link to Recovering a Piecewise Constant Volatility from Perpetual Put Option Prices (Q4933193):
Displaying 3 items.
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)