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):

Displaying 10 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)
• The new odd log-logistic generalized inverse Gaussian regression model (Q1733153) (← links)
• Strict local martingales and bubbles (Q2354886) (← links)
• Characterizations of GIG laws: a survey (Q2509802) (← links)
• Bridging the first and last passage times for Lévy models (Q2685908) (← links)
• Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)