Pages that link to "Item:Q3439870"
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The following pages link to Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870):
Displaying 6 items.
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS (Q2853376) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- Turbo warrants under stochastic volatility (Q3605234) (← links)
- Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model (Q4682697) (← links)
- First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
