Pages that link to "Item:Q1162768"
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The following pages link to Martingales and stochastic integrals in the theory of continuous trading (Q1162768):
Displaying 50 items.
- Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827) (← links)
- Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
- Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- Approximation theorems for stochastic economies with incomplete markets (Q2639758) (← links)
- On the fundamental theorem of asset pricing with an infinite state space (Q2641205) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems (Q2657013) (← links)
- A guaranteed deterministic approach to superhedging: no arbitrage properties of the market (Q2660513) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- A refinement of the Farkas lemma (Q2668886) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- No free lunch for markets with multiple numéraires (Q2686002) (← links)
- Exact pricing with stochastic volatility and jumps (Q2786345) (← links)
- On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets (Q2799997) (← links)
- Sensitivity analysis for Monte Carlo simulation of option pricing (Q2805366) (← links)
- Risk-neutral pricing of financial instruments in emission markets: a structural approach (Q2808243) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- On Gaussian HJM framework for Eurodollar futures (Q2862428) (← links)
- Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038) (← links)
- A liquidity-based model for asset price bubbles (Q2873554) (← links)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- The two fundamental theorems of asset pricing for a class of continuous-time financial markets (Q2875726) (← links)
- Locally risk-neutral valuation of options in GARCH models based on variance-gamma process (Q2882691) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model (Q2889601) (← links)
- Arbitrage-free approximation of call price surfaces and input data risk (Q2893075) (← links)
- Pricing of unemployment insurance products with doubly stochastic Markov chains (Q2909509) (← links)
- American Option Valuation with Particle Filters (Q2917425) (← links)
- Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
- CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
- Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- THE END-OF-THE-YEAR BONUS: HOW TO OPTIMALLY REWARD A TRADER? (Q3022044) (← links)
- STOCHASTIC VOLATILITY (Q3022059) (← links)
- Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance (Q3043565) (← links)
- Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)
- Characterizing Attainable Claims: A New Proof (Q3067842) (← links)
- Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441) (← links)
- PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
- APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES (Q3125788) (← links)
- THE GARCH OPTION PRICING MODEL (Q3125789) (← links)
- FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES (Q3126232) (← links)
