The effect of non-ideal market conditions on option pricing (Q1598567): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
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+Q4905685
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+Normal rank
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+Brownian Motion in the Stock Market
@@ Property / cites work: Brownian Motion in the Stock Market / rank @@
+Normal rank
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+Martingales and stochastic integrals in the theory of continuous trading
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+Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
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+Q5598785
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+FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS
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+Q5628551
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+Normal rank