Pages that link to "Item:Q4345916"
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The following pages link to A Nonstandard Approach to Option Pricing (Q4345916):
Displaying 6 items.
- Reasoning about negligibility and proximity in the set of all hyperreals (Q301366) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
- Binomial valuation of lookback options (Q1583140) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Nonstandard Approach to Option Pricing (Q4345916) (← links)
