Pages that link to "Item:Q1020596"
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The following pages link to Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596):
Displayed 7 items.
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Call option prices based on Bessel processes (Q539516) (← links)
- A remark on static hedging of options written on the last exit time (Q660160) (← links)
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) (← links)
- On the pricing of options written on the last exit time (Q1041303) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Characterizations of GIG laws: a survey (Q2509802) (← links)