Pages that link to "Item:Q609069"

The following pages link to Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069):

Displaying 2 items.

• THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
• Option pricing under the Merton model of the short rate in subdiffusive Brownian motion regime (Q5106795) (← links)