New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
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+Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE
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+Analysis, Geometry, and Modeling in Finance
@@ Property / cites work: Analysis, Geometry, and Modeling in Finance / rank @@
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+Applications of Eigenfunction Expansions in Continuous-Time Finance
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+THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
@@ Property / cites work: THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE / rank @@
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+Q5838785
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+On valuation of derivative securities: A Lie group analytical approach.
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+The implied volatility smirk
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+The pricing of derivatives on assets with quadratic volatility
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