LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING (Q3523559): Difference between revisions

@@ Property / author @@
-Jiri K. Hoogland
@@ Property / author: Jiri K. Hoogland / rank @@
-Normal rank
@@ Property / author @@
+Jiri K. Hoogland
@@ Property / author: Jiri K. Hoogland / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+cond-mat/9906048
@@ Property / arXiv ID: cond-mat/9906048 / rank @@
+Normal rank
@@ 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 @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+LIBOR and swap market models and measures
@@ Property / cites work: LIBOR and swap market models and measures / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1966232788
@@ Property / OpenAlex ID: W1966232788 / rank @@
+Normal rank