THE DOTHAN PRICING MODEL REVISITED (Q3084606): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2010.00434.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2123801891
@@ Property / OpenAlex ID: W2123801891 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
+Normal rank
@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
+Normal rank
@@ Property / cites work @@
+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Laguerre Series for Asian and Other Options
@@ Property / cites work: Laguerre Series for Asian and Other Options / rank @@
+Normal rank
@@ Property / cites work @@
+Handbook of Feynman path integrals
@@ Property / cites work: Handbook of Feynman path integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Brownian motion. I: Probability laws at fixed time
+Normal rank
@@ Property / cites work @@
+A DIRECT SOLUTION TO THE FOKKER–PLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS
+Normal rank
@@ Property / cites work @@
+Infinitely Divisible Laws Associated with Hyperbolic Functions
+Normal rank
@@ Property / cites work @@
+Q3518679
@@ Property / cites work: Q3518679 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4856171
@@ Property / cites work: Q4856171 / rank @@
+Normal rank
@@ Property / cites work @@
+On some exponential functionals of Brownian motion
+Normal rank