Pages that link to "Item:Q4551199"
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The following pages link to The pricing of derivatives on assets with quadratic volatility (Q4551199):
Displaying 7 items.
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- Sparse wavelet representation of differential operators with piecewise polynomial coefficients (Q2275113) (← links)
- New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531) (← links)
- Option pricing under model involving slow growth volatility (Q2885509) (← links)
- Option pricing with Weyl–Titchmarsh theory (Q4610252) (← links)
- Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model (Q5139218) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
