Pages that link to "Item:Q3400129"

The following pages link to PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129):

Displayed 2 items.

• Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) ‎ (← links)
• Fractional intertwinings between two Markov semigroups (Q2390986) ‎ (← links)