Pages that link to "Item:Q1425480"
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The following pages link to Volatility time and properties of option prices (Q1425480):
Displaying 19 items.
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs (Q898553) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Preservation of convexity of solutions to parabolic equations (Q1886305) (← links)
- Bayesian sequential least-squares estimation for the drift of a Wiener process (Q2074995) (← links)
- Properties of American option prices (Q2485809) (← links)
- Bayesian sequential testing of the drift of a Brownian motion (Q2786497) (← links)
- MONOTONICITY OF PRICES IN HESTON MODEL (Q2841333) (← links)
- Feynman–Kac theorems for generalized diffusions (Q2944926) (← links)
- The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331) (← links)
- Sequential testing of a Wiener process with costly observations (Q4639218) (← links)
- Bayesian Sequential Composite Hypothesis Testing in Discrete Time (Q5079516) (← links)
- Multi-dimensional sequential testing and detection (Q5094575) (← links)
- Superreplication of Options on Several Underlying Assets (Q5312838) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
