The following pages link to Finance and Stochastics (Q135345):
Displaying 50 items.
- Continuous-time term structure models: Forward measure approach (Q1376237) (← links)
- LIBOR and swap market models and measures (Q1376238) (← links)
- Option pricing in the presence of natural boundaries and a quadratic diffusion term (Q1376239) (← links)
- A note on pricing interest rate derivatives when forward LIBOR rates are lognormal (Q1376240) (← links)
- Portfolio optimisation with strictly positive transaction costs and impulse control (Q1381306) (← links)
- Perfect option hedging for a large trader (Q1381307) (← links)
- Asymptotic arbitrage in large financial markets (Q1381309) (← links)
- Mean-variance hedging for continuous processes: New proofs and examples (Q1381310) (← links)
- Volatility of the short rate in the rational lognormal model (Q1381312) (← links)
- Mathematical finance and applications. Workshop, Humboldt University, Berlin, Germany, October 2--4, 1996 (Q1381481) (← links)
- Optional decomposition and Lagrange multipliers (Q1381482) (← links)
- Processes of normal inverse Gaussian type (Q1381483) (← links)
- Arbitrage bounds for the term structure of interest rates (Q1381485) (← links)
- A note on the forward measure (Q1381487) (← links)
- Fast accurate binomial pricing (Q1381489) (← links)
- Hedging American contingent claims with constrained portfolios (Q1387767) (← links)
- Local martingales and the fundamental asset pricing theorems in the discrete-time case (Q1387768) (← links)
- Implied interest rate pricing models (Q1387769) (← links)
- Optimal time to invest when the price processes are geometric Brownian motions (Q1387770) (← links)
- Functional convergence of Snell envelopes: Applications to American options approximations (Q1387771) (← links)
- A variational inequality approach to financial valuation of retirement benefits based on salary (Q1409830) (← links)
- On the construction of finite dimensional realizations for nonlinear forward rate models (Q1409832) (← links)
- Conditional Gaussian models of the term structure of interest rates (Q1409833) (← links)
- Pricing of Asian exchange rate options under stochastic interest rates as a sum of options (Q1409834) (← links)
- Non-arbitrage criteria for financial markets with efficient friction (Q1409835) (← links)
- A model of financial market with several interacting assets. Complete market case (Q1409836) (← links)
- The cumulant process and Esscher's change of measure (Q1424691) (← links)
- Convex measures of risk and trading constraints (Q1424692) (← links)
- An analysis of a least squares regression method for American option pricing (Q1424693) (← links)
- Optimal stopping and perpetual options for Lévy processes (Q1424694) (← links)
- Utility maximization on the real line under proportional transaction costs (Q1424695) (← links)
- Worst case model risk management (Q1424697) (← links)
- Numerical solution of jump-diffusion LIBOR market models (Q1424699) (← links)
- A monetary value for initial information in portfolio optimization (Q1424701) (← links)
- Continuous auctions and insider trading: uniqueness and risk aversion (Q1424703) (← links)
- Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity (Q1424705) (← links)
- Optimal dynamic reinsurance policies for large insurance portfolios (Q1424707) (← links)
- Random step functions model for interest rates (Q1424709) (← links)
- Using copulae to bound the value-at-risk for functions of dependent risks (Q1424710) (← links)
- A large deviations approach to optimal long term investment (Q1424711) (← links)
- Indifference pricing of insurance contracts in a product space model (Q1424712) (← links)
- Diving gains between a client and her agent (Q1424713) (← links)
- Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou (Q1424714) (← links)
- An optimal consumption model with stochastic volatility (Q1424715) (← links)
- Exponential growth of fixed-mix strategies in stationary asset markets (Q1424717) (← links)
- The interpolation of options (Q1424718) (← links)
- A super-martingale property of the optimal portfolio process (Q1424719) (← links)
- Optimal dividend payouts for diffusions with solvency constraints (Q1424720) (← links)
- Robust control and recursive utility (Q1424721) (← links)
- Convergence of the equilibrium prices in a family of financial models (Q1424722) (← links)
