Pages that link to "Item:Q2005268"

The following pages link to Symmetry methods for option pricing (Q2005268):

Displaying 2 items.

• Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
• A terminal condition in linear bond-pricing under symmetry invariance (Q6059353) (← links)