Pages that link to "Item:Q1020596"

The following pages link to Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596):

Displayed 5 items.

• A reading guide for last passage times with financial applications in view (Q354200) ‎ (← links)
• Call option prices based on Bessel processes (Q539516) ‎ (← links)
• A remark on static hedging of options written on the last exit time (Q660160) ‎ (← links)
• Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) ‎ (← links)
• On the pricing of options written on the last exit time (Q1041303) ‎ (← links)