Making the best of best-of (Q1025611): Difference between revisions

@@ Property / describes a project that uses @@
+QSIMVN
@@ Property / describes a project that uses: QSIMVN / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11147-008-9022-1
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@@ Property / OpenAlex ID @@
+W2069230866
@@ Property / OpenAlex ID: W2069230866 / rank @@
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@@ Property / cites work @@
+Algorithm 698: DCUHRE
@@ Property / cites work: Algorithm 698: DCUHRE / rank @@
+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 @@
+The Greatest of a Finite Set of Random Variables
@@ Property / cites work: The Greatest of a Finite Set of Random Variables / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when correlations are stochastic: an analytical framework
+Normal rank
@@ Property / cites work @@
+The valuation of American call options on the minimum of two dividend-paying assets
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
@@ Property / cites work @@
+Cuba -- a library for multidimensional numerical integration
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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@@ Property / cites work @@
+Q4493303
@@ Property / cites work: Q4493303 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Tables for Computing Bivariate Normal Probabilities
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging for general claims
@@ Property / cites work: Mean-variance hedging for general claims / rank @@
+Normal rank
@@ Property / cites work @@
+The multivariate normal distribution
@@ Property / cites work: The multivariate normal distribution / rank @@
+Normal rank