Author:
Mariani Maria C.,SenGupta Indranil,Bezdek Pavel
Publisher
Springer Science and Business Media LLC
Reference16 articles.
1. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81, 637–659 (1973)
2. Delbaen, F., Schachermayer, W.: A general version of the fundamental theorem of asset pricing. Math. Ann. 300, 463–520 (1994)
3. Florescu, I., Mariani, M.C.: Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market. Electron. J. Differ. Equ. 2010(62), 1–10 (2010)
4. Florescu, I., Viens, F.: Stochastic volatility: option pricing using a multinomial recombining tree. Appl. Math. Finance 15(2), 151–181 (2008)
5. Hagan, P., Kumar, D., Lesniewski, A., Woodward, D.: Managing smile risk. Wilmott Magazine (2002)
Cited by
15 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献