The following pages link to (Q4905685):
Displaying 10 items.
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Real options pricing by the finite element method (Q639116) (← links)
- The American put under transactions costs (Q951505) (← links)
- Valuing time-dependent CEV barrier options (Q1040026) (← links)
- General solution of the Black-Scholes boundary-value problem (Q2153203) (← links)
- Mellin transform method for European option pricing with Hull-White stochastic interest rate (Q2336691) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- Assessing the option to abandon an investment project by the binomial options pricing model (Q2668584) (← links)
- HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY (Q4686503) (← links)
