Pages that link to "Item:Q3523603"
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The following pages link to PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603):
Displayed 3 items.
- Lie-algebraic approach for pricing moving barrier options with time-dependent parameters (Q855464) (← links)
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- The square-root process and Asian options (Q3437388) (← links)