The following pages link to (Q4218372):
Displaying 4 items.
- On the one-sided maximum of Brownian and random walk fragments and its applications to new exotic options called ``meander option'' (Q890603) (← links)
- The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432) (← links)
- Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (Q5931564) (← links)
