The following pages link to Mathematics of Speculative Price (Q5677253):
Displaying 11 items.
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- On the pricing of American options (Q913622) (← links)
- An extention of Samuelson's warrant valuation model and its application to Japanese data (Q1000380) (← links)
- Implied recovery (Q1032681) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
- A diffusion model for exchange rates. I: Theoretical introduction (Q1822412) (← links)
- Staged venture capital investment considering unexpected major events (Q2398792) (← links)
- FORWARD AND FUTURES PRICES WITH BUBBLES (Q3655550) (← links)
- A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS (Q4650063) (← links)
- A pricing formula for delayed claims: appreciating the past to value the future (Q6113170) (← links)
