The following pages link to (Q3562644):
Displaying 5 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time (Q939389) (← links)
- On multivariate power series of random variables satisfying some hierarchy conditions (Q2256039) (← links)
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432) (← links)
