Robust option replication for a Black-Scholes model extended with nondeterministic trends.
Schoenmakers, John G.M., Kloeden, Peter E. (1999)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Schoenmakers, John G.M., Kloeden, Peter E. (1999)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Yang, Zhaojun, Ewald, Christian-Oliver, Wang, Wen-Kai (2011)
Journal of Probability and Statistics
Similarity:
Huang, Guoan, Deng, Guohe, Huang, Lihong (2009)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Tadeusz Banek, Roman Kulikowski (2003)
Control and Cybernetics
Similarity:
Chang, Mou-Hsiung (2007)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Ratanov, Nikita (2007)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Mukuddem-Petersen, J., Petersen, M.A., Schoeman, I.M., Tau, B.A. (2007)
Journal of Applied Mathematics
Similarity:
P.-L. Lions, J.-M. Lasry (2007)
Annales de l'I.H.P. Analyse non linéaire
Similarity:
Siu, Tak Kuen (2010)
International Journal of Stochastic Analysis
Similarity:
Hao, Ruili, Ye, Zhongxing (2011)
Mathematical Problems in Engineering
Similarity:
Aggoun, Lakhdar, Benkherouf, Lakdere (2002)
International Journal of Mathematics and Mathematical Sciences
Similarity: