The following pages link to (Q5498434):
Displaying 13 items.
- The pricing of options and corporate liabilities (Q136004) (← links)
- Analytic models for parameter dependency in option price modelling (Q312173) (← links)
- Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
- Derivative pricing methodology in continuous-time models (Q714546) (← links)
- Exact solutions of a model for asset prices by K. Takaoka (Q853866) (← links)
- Pricing options on securities with discontinuous returns (Q1313131) (← links)
- Black-Scholes model under subordination (Q1860811) (← links)
- The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching (Q2065427) (← links)
- Option pricing: a yet simpler approach (Q2145691) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- Applications of the martingale method in pricing of contingent claims (Q2720834) (← links)
- Existence of optimal parameters for the Black-Scholes option pricing model (Q2914848) (← links)
- The mathematics of finance: pricing derivatives (Q4497940) (← links)