Pages that link to "Item:Q1930397"
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The following pages link to Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397):
Displayed 3 items.
- Global and blow-up solutions of superlinear pseudoparabolic equations with unbounded coefficient (Q2349036) (← links)
- ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) (← links)
- PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING (Q5746923) (← links)