The following pages link to Self-dual continuous processes (Q1947605):
Displayed 4 items.
- A transitivity property of Ocone martingales (Q2105373) (← links)
- Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
- Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
- VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (Q5739187) (← links)