Pages that link to "Item:Q3502130"
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The following pages link to HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? (Q3502130):
Displaying 27 items.
- Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- Stochastic differential game in high frequency market (Q1737914) (← links)
- Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations (Q1989176) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- Optimal long-term investment in illiquid markets when prices have negative memory (Q2064830) (← links)
- Theoretical and empirical analysis of trading activity (Q2189447) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
- Additive logistic processes in option pricing (Q2238772) (← links)
- On certain exponential regularity for Gaussian processes (Q2463673) (← links)
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
- Optimal hedging through limit orders (Q2816625) (← links)
- Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets (Q2922151) (← links)
- MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)
- Option pricing methods in the City of London during the late 19th century (Q4991053) (← links)
- EFFECTIVE ASYMPTOTICS ANALYSIS FOR FINANCE (Q5114683) (← links)
- BACK-OF-THE-ENVELOPE SWAPTIONS IN A VERY PARSIMONIOUS MULTI-CURVE INTEREST RATE MODEL (Q5234015) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
- OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT (Q5283404) (← links)
- An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility (Q5300448) (← links)
- TARGET VOLATILITY OPTION PRICING (Q5389102) (← links)
