Pages that link to "Item:Q1138469"

The following pages link to Martingales and arbitrage in multiperiod securities markets (Q1138469):

Displaying 3 items.

• An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
• Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
• Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)