Pages that link to "Item:Q546201"
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The following pages link to Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201):
Displaying 3 items.
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) (← links)
- Option pricing: the reduced-form SDE model (Q5072126) (← links)
