Pages that link to "Item:Q1041303"

The following pages link to On the pricing of options written on the last exit time (Q1041303):

Displaying 2 items.

• 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)