Pages that link to "Item:Q734666"
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The following pages link to Symmetric martingales and symmetric smiles (Q734666):
Displaying 8 items.
- Invariance properties of random vectors and stochastic processes based on the zonoid concept (Q396000) (← links)
- Weak reflection principle for Lévy processes (Q894806) (← links)
- BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS (Q2875730) (← links)
- THE TERM STRUCTURE OF IMPLIED VOLATILITY IN SYMMETRIC MODELS WITH APPLICATIONS TO HESTON (Q2909510) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- On the Uniqueness of Martingales with Certain Prescribed Marginals (Q5299578) (← links)
- VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (Q5739187) (← links)
