Pages that link to "Item:Q4345916"
From MaRDI portal
The following pages link to A Nonstandard Approach to Option Pricing (Q4345916):
Displaying 10 items.
- Reasoning about negligibility and proximity in the set of all hyperreals (Q301366) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
- Binomial valuation of lookback options (Q1583140) (← links)
- MARGIN TRADING THROUGH HYPER TIMELINE (Q3502979) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Nonstandard Approach to Option Pricing (Q4345916) (← links)
- Elementary stochastic calculus for finance with infinitesimals (Q5270024) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)
- AN INFINITESIMAL ANALYSIS OF THE STOP-LOSS-START-GAIN STRATEGY (Q5696297) (← links)
