Pages that link to "Item:Q460210"
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The following pages link to Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210):
Displaying 3 items.
- Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
