Pages that link to "Item:Q5250037"
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The following pages link to Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037):
Displayed 3 items.
- Finite-horizon optimal consumption and investment problem with a preference change (Q1728053) (← links)
- Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
- On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615) (← links)