Pages that link to "Item:Q1639540"

The following pages link to Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540):

Displaying 2 items.

• Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
• Ergodic estimators of double exponential Ornstein-Uhlenbeck processes (Q6133114) (← links)