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Title of Journal: Methodol Comput Appl Probab

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Abbravation: Methodology and Computing in Applied Probability

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Springer US

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10.1007/bf02044729

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1573-7713

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Call Option Prices Based on Bessel Processes

Authors: JuYi Yen Marc Yor
Publish Date: 2009/08/07
Volume: 13, Issue: 2, Pages: 329-347
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Other Papers In This Journal:
  1. Effect of Data Transformations on Predictive Risk Indicators
  2. Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models
  3. Random Databases with Approximate Record Matching
  4. Importance and Sensitivity Analysis in Dynamic Reliability
  5. Random Survival Forests Models for SME Credit Risk Measurement
  6. Selecting the Best Population Using a Test for Equality Based on Minimal Wilcoxon Rank-sum Precedence Statistic
  7. Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions
  8. On Estimation of the Intensity Function of a Point Process
  9. Goodness-of-Fit Tests for Continuous Regression
  10. Waiting Time Distribution for the Emergence of Superpatterns
  11. Computing the Expected Markov Reward Rates with Stationarity Detection and Relative Error Control
  12. Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process
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