Pages that link to "Item:Q2150159"
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The following pages link to The pricing of European options on two underlying assets with delays (Q2150159):
Displaying 5 items.
- Estimating option Greeks under the stochastic volatility using simulation (Q2149316) (← links)
- Robustness analysis on the pricing of some options on two assets with delays (Q2163926) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
- Exchange options under clustered jump dynamics (Q5139207) (← links)
- FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
