Pages that link to "Item:Q4551201"
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The following pages link to The European options hedge perfectly in a Poisson-Gaussian stock market model (Q4551201):
Displaying 4 items.
- A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework (Q625671) (← links)
- Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance (Q3043565) (← links)
- Options Prices in Incomplete Markets (Q4606385) (← links)
- Nonparametric estimation of jump characteristics under market microstructure noise (Q4976548) (← links)