Pages that link to "Item:Q1617159"
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The following pages link to Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159):
Displayed 5 items.
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- On Pricing Rules and Optimal Strategies in General Kyle--Back Models (Q5163681) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- On the Feller-Dynkin and the martingale property of one-dimensional diffusions (Q6110567) (← links)
- Minimal subharmonic functions and related integral representations (Q6186445) (← links)