Pages that link to "Item:Q549870"

The following pages link to Recovering a time-homogeneous stock price process from perpetual option prices (Q549870):

Displaying 8 items.

• Can time-homogeneous diffusions produce any distribution? (Q1950378) (← links)
• MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS (Q2800003) (← links)
• Feynman–Kac theorems for generalized diffusions (Q2944926) (← links)
• Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (Q3108376) (← links)
• Perpetual American options in a diffusion model with piecewise-linear coefficients (Q4918189) (← links)
• Recovering a Piecewise Constant Volatility from Perpetual Put Option Prices (Q4933193) (← links)
• Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
• Monotonicity of implied volatility for perpetual put options (Q6198979) (← links)