Pages that link to "Item:Q5072126"
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The following pages link to Option pricing: the reduced-form SDE model (Q5072126):
Displaying 5 items.
- Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
- Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826) (← links)
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091) (← links)