Q3388383 (Q3388383): Difference between revisions

@@ Property / DOI @@
-.7858/eamj.2020.005
@@ Property / DOI: 10.7858/eamj.2020.005 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Exchange option pricing under stochastic volatility: a correlation expansion
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@@ Property / cites work @@
+Exchange Options Under Jump-Diffusion Dynamics
@@ Property / cites work: Exchange Options Under Jump-Diffusion Dynamics / rank @@
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@@ Property / cites work @@
+Changes of numéraire, changes of probability measure and option pricing
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@@ Property / cites work @@
+Closed-form pricing formula for exchange option with credit risk
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@@ Property / cites work @@
+A multiscale extension of the Margrabe formula under stochastic volatility
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@@ Property / DOI @@
+.7858/EAMJ.2020.005
@@ Property / DOI: 10.7858/EAMJ.2020.005 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3388383