Pages that link to "Item:Q2430252"
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The following pages link to Local time and the pricing of path-dependent options (Q2430252):
Displayed 3 items.
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)