Call option prices based on Bessel processes (Q539516): Difference between revisions

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+The Brownian escape process
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+Some probabilistic properties of Bessel functions
@@ Property / cites work: Some probabilistic properties of Bessel functions / rank @@
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+Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon
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+Analysis of continuous strict local martingales via \(h\)-transforms
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+Q3923359
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+Option prices as probabilities. A new look at generalized Black-Scholes formulae
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+Q4226355
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+Q3685792
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+Q4220132
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+Bessel diffusions as a one-parameter family of diffusion processes
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