The pricing of options for securities markets with delayed response (Q2372448): Difference between revisions

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-.1016/j.matcom.2006.09.002
@@ Property / DOI: 10.1016/j.matcom.2006.09.002 / rank @@
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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+The Pricing of Options and Corporate Liabilities
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+THE GARCH OPTION PRICING MODEL
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+Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps
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@@ Property / DOI @@
+.1016/J.MATCOM.2006.09.002
@@ Property / DOI: 10.1016/J.MATCOM.2006.09.002 / rank @@
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