The following pages link to (Q4845598):
Displayed 10 items.
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Extended Itô integrals and the reflection problem (Q1288942) (← links)
- The European option with hereditary price structures (Q1294213) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Gaussian measures on linear spaces (Q1920991) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)