Pages that link to "Item:Q4425013"
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The following pages link to Hedging in complete markets driven by normal martingales (Q4425013):
Displayed 4 items.
- Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
- On option pricing in illiquid markets with jumps (Q2449007) (← links)
- BSDEs driven by normal martingale (Q5071309) (← links)
- PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS (Q6119768) (← links)