Risk‐neutral pricing techniques and examples
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Publication:6054366
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Cites work
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- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3215021 (Why is no real title available?)
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- A general version of the fundamental theorem of asset pricing
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- Beta-gamma random variables and intertwining relations between certain Markov processes
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- q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup
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