Pages that link to "Item:Q819974"
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The following pages link to Mathematical methods for financial markets. (Q819974):
Displaying 50 items.
- Information-based model with noisy anticipation and its application in finance (Q1627837) (← links)
- Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (Q1634318) (← links)
- On backward Kolmogorov equation related to CIR process (Q1641940) (← links)
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Controlling the occupation time of an exponential martingale (Q1678509) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Minimax perfect stopping rules for selling an asset near its ultimate maximum (Q1686562) (← links)
- Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
- Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- The dynamic spread of the forward CDS with general random loss (Q1724436) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Risk management of time varying floors for dynamic portfolio insurance (Q1744530) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
- The interval market model in mathematical finance. Game-theoretic methods (Q1761399) (← links)
- No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279) (← links)
- Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
- Sensitivity analysis of long-term cash flows (Q1788822) (← links)
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Functionals of multidimensional diffusions with applications to finance (Q1956383) (← links)
- Optimal stopping of a killed exponentially growing process (Q2010740) (← links)
- Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values (Q2025264) (← links)
- Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
- Optimal control for a linear quadratic problem with a stochastic time scale (Q2034831) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Thin times and random times' decomposition (Q2042766) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Bayesian numerical methods for nonlinear partial differential equations (Q2058795) (← links)
- CDS pricing with fractional Hawkes processes (Q2060433) (← links)
- Optimal switch from a fossil-fueled to an electric vehicle (Q2064640) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- Ambiguity in dynamic contracts (Q2067409) (← links)
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
- Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
- Simplified stochastic calculus via semimartingale representations (Q2076652) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- How to handle negative interest rates in a CIR framework (Q2101691) (← links)
- Approximate value adjustments for European claims (Q2116937) (← links)
- Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition (Q2120590) (← links)
- On a Lévy process pinned at random time (Q2126289) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- Sticky Bessel diffusions (Q2145813) (← links)
