Pages that link to "Item:Q4292472"
From MaRDI portal
The following pages link to The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes (Q4292472):
Displayed 24 items.
- An introduction to statistical finance (Q699524) (← links)
- Econophysics: Scaling and its breakdown in finance (Q1285113) (← links)
- The origin of fat-tailed distributions in financial time series (Q1409108) (← links)
- Elements for a theory of financial risks (Q1577075) (← links)
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
- From Brownian motion to operational risk: statistical physics and financial markets (Q1865443) (← links)
- Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989) (← links)
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
- ECONOPHYSICS — A NEW AREA FOR COMPUTATIONAL STATISTICAL PHYSICS? (Q2718395) (← links)
- OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045) (← links)
- OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823) (← links)
- RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
- A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS (Q3523540) (← links)
- FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS (Q3523549) (← links)
- OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
- Pricing Risky Options Simply (Q4216097) (← links)
- On Minimizing Risk in Incomplete Markets Option Pricing Models (Q4216108) (← links)
- An Explicit Formula for Option Pricing in Discrete Incomplete Markets (Q4216115) (← links)
- HEDGING STRATEGY WITH LANGEVIN EVOLUTION (Q4522661) (← links)
- Option pricing in incomplete discrete markets (Q4541561) (← links)
- A STOCHASTIC MODEL FOR MULTIFRACTAL BEHAVIOR OF STOCK PRICES (Q5312122) (← links)
- Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae (Q5397462) (← links)
- Pricing exotic options in a path integral approach (Q5475311) (← links)
- Finite arbitrage times and the volatility smile? (Q5947893) (← links)
