Numerical option pricing in the presence of bubbles (Q5300438): Difference between revisions

@@ Property / author @@
-Per Loetstedt
@@ Property / author: Per Loetstedt / rank @@
-Normal rank
@@ Property / author @@
+Per Loetstedt
@@ Property / author: Per Loetstedt / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Mathematica
@@ Property / describes a project that uses: Mathematica / rank @@
+Normal rank
@@ 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/10.1080/14697688.2010.495078
+Normal rank
@@ Property / OpenAlex ID @@
+W2053250282
@@ Property / OpenAlex ID: W2053250282 / rank @@
+Normal rank
@@ Property / cites work @@
+Local martingales, bubbles and option prices
@@ Property / cites work: Local martingales, bubbles and option prices / rank @@
+Normal rank
@@ Property / cites work @@
+Bubbles, convexity and the Black-Scholes equation
@@ Property / cites work: Bubbles, convexity and the Black-Scholes equation / rank @@
+Normal rank
@@ Property / cites work @@
+Complications with stochastic volatility models
@@ Property / cites work: Complications with stochastic volatility models / rank @@
+Normal rank