Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098): Difference between revisions

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+Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions
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+A Theory of the Term Structure of Interest Rates
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing Interest-Rate-Derivative Securities
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+THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
@@ Property / cites work: THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE / rank @@
+Normal rank