Pages that link to "Item:Q1106069"
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The following pages link to An extension of the Black-Scholes model of security valuation (Q1106069):
Displayed 4 items.
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)