The following pages link to Modeling stock pinning (Q3605241):
Displayed 5 items.
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
- Optimal stopping of a Brownian bridge with an unknown pinning point (Q2289811) (← links)
- Mathematical Models for Stock Pinning near Option Expiration Dates (Q2892965) (← links)
- Optimal stopping for the exponential of a Brownian bridge (Q5109507) (← links)
- Option pricing models without probability: a rough paths approach (Q6054388) (← links)