Pages that link to "Item:Q4842819"
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The following pages link to Changes of numéraire, changes of probability measure and option pricing (Q4842819):
Displaying 50 items.
- Valuation of guaranteed annuity conversion options. (Q1413340) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Stochastic string models with continuous semimartingales (Q1618536) (← links)
- Quantifying risks with exact analytical solutions of derivative pricing distribution (Q1620497) (← links)
- A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← links)
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- Long-term factorization in Heath-Jarrow-Morton models (Q1650942) (← links)
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
- Pricing spread options with stochastic interest rates (Q1719038) (← links)
- Valuation on an outside-reset option with multiple resettable levels and dates (Q1722684) (← links)
- The use of power numeraires in option pricing (Q1728170) (← links)
- Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428) (← links)
- Volatility and arbitrage (Q1751971) (← links)
- Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) (← links)
- Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
- Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
- A generalization of the Geske formula for compound options (Q1810719) (← links)
- Pricing of multiple defaultable bond (Q1847632) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Unifying exotic option closed formulas (Q1937834) (← links)
- Hedging for the long run (Q1938979) (← links)
- A general Gaussian interest rate model consistent with the current term structure (Q1952680) (← links)
- Pricing rate of return guarantees in a Heath-Jarrow-Morton framework (Q1974032) (← links)
- Effect of institutional deleveraging on option valuation problems (Q1983756) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- An evolutionary finance model with a risk-free asset (Q2022939) (← links)
- American options and stochastic interest rates (Q2109007) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies (Q2150838) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Interest rate term structure modelling (Q2275618) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
- Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- Does modeling framework matter? A comparative study of structural and reduced-form models (Q2447508) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
- Pricing commodity spread options with stochastic term structure of convenience yields and interest rates (Q2471740) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- Pricing and hedging guaranteed returns on mix funds (Q2499837) (← links)
