Pages that link to "Item:Q819974"
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The following pages link to Mathematical methods for financial markets. (Q819974):
Displaying 50 items.
- On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
- Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
- Infinite-server systems with Hawkes arrivals and Hawkes services (Q2167922) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- Law of the first passage triple of a spectrally positive strictly stable process (Q2181613) (← links)
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620) (← links)
- Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
- Single jump filtrations and local martingales (Q2209740) (← links)
- American perpetual options with random start (Q2211060) (← links)
- Filtration shrinkage, the structure of deflators, and failure of market completeness (Q2211342) (← links)
- On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Optimal equivalent probability measures under enlarged filtrations (Q2278882) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- On the compensator of the default process in an information-based model (Q2296102) (← links)
- Path developments and tail asymptotics of signature for pure rough paths (Q2302243) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- Practical synchronization of Winfree oscillators in a random environment (Q2316370) (← links)
- Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
- Martingale spaces and representations under absolutely continuous changes of probability (Q2332990) (← links)
- Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Optimal stopping with information constraint (Q2391931) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- A Prüfer angle approach to semidefinite Sturm-Liouville problems with coupling boundary conditions (Q2435176) (← links)
- Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Note on multidimensional Breeden-Litzenberger representation for state price densities (Q2452152) (← links)
- Default-risky bond prices with jumps, liquidity risk and incomplete information (Q2477606) (← links)
- A mathematical model for the bond market. (Q2487858) (← links)
- Progressive enlargements of filtrations with pseudo-honest times (Q2511557) (← links)
- Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
- Time-consistent evaluation of credit risk with contagion (Q2667125) (← links)
- Ergodicity and invariant measures for a diffusing passive scalar advected by a random channel shear flow and the connection between the Kraichnan-Majda model and Taylor-Aris dispersion (Q2670225) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process (Q2682349) (← links)
- Construction and simulation of generalized multivariate Hawkes processes (Q2684947) (← links)
