Pages that link to "Item:Q2471399"
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The following pages link to On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399):
Displaying 5 items.
- Analysis of fractals, image compression, entropy encoding, Karhunen-Loève transforms (Q844260) (← links)
- Volatility in options formulae for general stochastic dynamics (Q2438860) (← links)
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
- Mimicking self-similar processes (Q2515501) (← links)
- On the implicit Black–Scholes formula (Q5451162) (← links)
