The pricing of options for securities markets with delayed response (Q2372448): Difference between revisions

@@ Property / cites work @@
+Pricing and hedging derivative securities in markets with uncertain volatilities
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Uncertain volatility models -- theory and application
+Normal rank
@@ Property / cites work @@
+The European option with hereditary price structures
+Normal rank
@@ Property / cites work @@
+THE GARCH OPTION PRICING MODEL
@@ Property / cites work: THE GARCH OPTION PRICING MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+A General Fractional White Noise Theory And Applications To Finance
+Normal rank
@@ Property / cites work @@
+Q4221325
@@ Property / cites work: Q4221325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2737019
@@ Property / cites work: Q2737019 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Complete Models with Stochastic Volatility
@@ Property / cites work: Complete Models with Stochastic Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion approximation in past dependent models and applications to option pricing
+Normal rank
@@ Property / cites work @@
+Q4379368
@@ Property / cites work: Q4379368 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
+Normal rank
@@ Property / cites work @@
+On the monotonicity and constancy of signs of some rational explicit methods for nonlinear systems of ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Q4507774
@@ Property / cites work: Q4507774 / rank @@
+Normal rank
@@ Property / cites work @@
+Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps
+Normal rank
@@ Property / cites work @@
+Q4863379
@@ Property / cites work: Q4863379 / rank @@
+Normal rank