Pages that link to "Item:Q1308694"
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The following pages link to Arbitrage pricing of Russian options and perpetual lookback options (Q1308694):
Displaying 6 items.
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- Russian options with a finite time horizon (Q4819460) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820) (← links)
