Pages that link to "Item:Q5710171"

The following pages link to Arbitrage Theory in Continuous Time (Q5710171):

Displaying 50 items.

• Arbitrage and universal pricing. (Q1605214) (← links)
• Stochastic string models with continuous semimartingales (Q1618536) (← links)
• Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
• The stochastic string model as a unifying theory of the term structure of interest rates (Q1619783) (← links)
• Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900) (← links)
• Hiring, firing, and relocation under employment protection (Q1657544) (← links)
• Arbitrage without borrowing or short selling? (Q1679553) (← links)
• Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
• The use of power numeraires in option pricing (Q1728170) (← links)
• Opaque bank assets and optimal equity capital (Q1734564) (← links)
• An analysis of transaction costs in participating life insurance under mean-variance preferences (Q1735046) (← links)
• On the zeros of the Pearcey integral and a Rayleigh-type equation (Q1743779) (← links)
• Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures (Q1749526) (← links)
• Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
• Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
• Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
• The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
• Unifying exotic option closed formulas (Q1937834) (← links)
• Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
• Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135) (← links)
• Integro-differential equations generated by stochastic problems (Q2019637) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• How to handle negative interest rates in a CIR framework (Q2101691) (← links)
• American options and stochastic interest rates (Q2109007) (← links)
• Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
• Valuation of caps and swaptions under a stochastic string model (Q2141896) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
• High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
• Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
• Market selection of constant proportions investment strategies in continuous time (Q2267531) (← links)
• Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
• Valuing currency swap contracts in uncertain financial market (Q2272419) (← links)
• Calculating the index of volatility in inhomogeneous Levy models (Q2287149) (← links)
• Algorithm for determining the volatility function in the Black-Scholes model (Q2300719) (← links)
• Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
• A multicurve cross-currency LIBOR market model (Q2337026) (← links)
• Monte Carlo Euler approximations of HJM term structure financial models (Q2376868) (← links)
• Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
• An extension of Heston's SV model to stochastic interest rates (Q2423541) (← links)
• Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353) (← links)
• A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
• Optimal derivatives design for mean-variance agents under adverse selection (Q2459036) (← links)
• Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
• A continuous time model to price commodity-based swing options (Q2490450) (← links)
• A theory of stochastic integration for bond markets (Q2496508) (← links)
• Dynamic Greeks (Q2507616) (← links)
• Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
• Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
• A semi-Markov modulated interest rate model (Q2637384) (← links)