Pages that link to "Item:Q812141"
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The following pages link to Options with constant underlying elasticity in strikes (Q812141):
Displaying 4 items.
- Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
- INVESTMENT TIMING UNDER REGIME SWITCHING (Q5193003) (← links)
- Pricing of Quanto power options and related exotic options (Q6110429) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)