pith. sign in

Kolmogoroff ,\ 10.1007/BF01457949 journal journal Mathematische Annalen \ volume 104 ,\ pages 415 ( year 1931 ) NoStop

2 Pith papers cite this work. Polarity classification is still indexing.

2 Pith papers citing it

years

2026 2

verdicts

UNVERDICTED 2

clear filters

representative citing papers

Option prices from operational-time reaction-boundary lattices

q-fin.PR · 2026-06-08 · unverdicted · novelty 4.0

Derives a generalized European option pricing PDE from an operational-time log-price lattice with state-dependent transitions that converges to the Black-Scholes-Merton PDE under risk-neutral drift and constant volatility.

citing papers explorer

Showing 2 of 2 citing papers after filters.