LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS (Q3523560): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Connecting discrete and continuous path-dependent options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
Normal rank | |||
Revision as of 15:01, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS |
scientific article |
Statements
LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS (English)
0 references
3 September 2008
0 references
contingent claim pricing
0 references
scale invariance
0 references
homogeneity
0 references
partial differential equation
0 references
