Options with constant underlying elasticity in strikes (Q812141): Difference between revisions

@@ Property / DOI @@
-.1007/s11147-005-3850-z
@@ Property / DOI: 10.1007/s11147-005-3850-z / rank @@
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11147-005-3850-z
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+W2067827811
@@ Property / OpenAlex ID: W2067827811 / rank @@
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@@ Property / cites work @@
+Pricing contingent claims on stocks driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / cites work @@
+Q3374309
@@ Property / cites work: Q3374309 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
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@@ Property / cites work @@
+Option Pricing With V. G. Martingale Components<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
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@@ Property / cites work @@
+Q4224351
@@ Property / cites work: Q4224351 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11147-005-3850-Z
@@ Property / DOI: 10.1007/S11147-005-3850-Z / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:812141