Pages that link to "Item:Q2320050"
From MaRDI portal
The following pages link to On expansions for the Black-Scholes prices and hedge parameters (Q2320050):
Displaying 6 items.
- Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
- SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
- Series Expansions and Direct Inversion for the Heston Model (Q4988549) (← links)
- Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440) (← links)
