Pages that link to "Item:Q2320050"

The following pages link to On expansions for the Black-Scholes prices and hedge parameters (Q2320050):

Displaying 3 items.

• The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
• On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
• SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)