Option pricing formulas under a change of numèraire (Q3298110): Difference between revisions

@@ 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 @@
+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. I: The binomial asset pricing model.
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.7494/opmath.2020.40.4.451
+Normal rank
@@ Property / OpenAlex ID @@
+W3041865950
@@ Property / OpenAlex ID: W3041865950 / rank @@
+Normal rank