Pages that link to "Item:Q1288463"
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The following pages link to Propagation of convexity by Markovian and martingalian semigroups (Q1288463):
Displayed 4 items.
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Superreplication of Options on Several Underlying Assets (Q5312838) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)