Pages that link to "Item:Q539516"
From MaRDI portal
The following pages link to Call option prices based on Bessel processes (Q539516):
Displaying 4 items.
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)