Pages that link to "Item:Q2339349"

The following pages link to A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (Q2339349):

Displaying 4 items.

• Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
• Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
• Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
• Valuing of timer path-dependent options (Q6089609) (← links)