Pages that link to "Item:Q5710171"
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The following pages link to Arbitrage Theory in Continuous Time (Q5710171):
Displaying 50 items.
- Duality in option pricing based on prices of other derivatives (Q2643789) (← links)
- The Heston stochastic volatility model has a boundary trace at zero volatility (Q2680218) (← links)
- Model-independent no-arbitrage conditions on American put options (Q2800003) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- From Market Data to Agent-Based Models and Stochastic Differential Equations (Q2832858) (← links)
- Arbitrage-free multifactor term structure models: a theory based on stochastic control (Q2851559) (← links)
- Performance measurement of pension strategies: a case study of Danish life cycle products (Q2866309) (← links)
- Performance measurement of pension strategies: a case study of Danish life-cycle products (Q2868596) (← links)
- Introduction to the Mathematics of Finance (Q2880227) (← links)
- Good-Deal Bounds in a Regime-Switching Diffusion Market (Q2889602) (← links)
- HEAT KERNEL MODELS FOR ASSET PRICING (Q2941066) (← links)
- COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
- On the arbitrage price of European call options (Q2976121) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework (Q3005810) (← links)
- On the calibration of a Gaussian Heath–Jarrow–Morton model using consistent forward rate curves (Q3005811) (← links)
- A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
- A FINITE-DIMENSIONAL HJM MODEL: HOW IMPORTANT IS ARBITRAGE-FREE EVOLUTION? (Q3067162) (← links)
- Investing for retirement through a with-profits pension scheme: a client's perspective (Q3077748) (← links)
- Pricing Equity Swaps in an Economy with Jumps (Q3176521) (← links)
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368) (← links)
- AN INFINITE FACTOR MODEL FOR CREDIT RISK (Q3379409) (← links)
- A continuous-time model for reinvestment risk in bond markets (Q3404102) (← links)
- OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823) (← links)
- Barrier options and their static hedges: simple derivations and extensions (Q3437386) (← links)
- Surplus-linked life insurance (Q3440843) (← links)
- A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION (Q3444866) (← links)
- FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
- (Q3552446) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (Q3580216) (← links)
- Quadratic Optimization of Life and Pension Insurance Payments (Q3632870) (← links)
- Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (Q3645196) (← links)
- A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (Q3655551) (← links)
- ARBITRAGE-FREE INTERPOLATION OF THE SWAP CURVE (Q3655553) (← links)
- Introduction to the mathematics of financial markets (Q4454897) (← links)
- Multi-curve HJM modelling for risk management (Q4554439) (← links)
- A new method for option pricing via time-fractional PDE (Q4556420) (← links)
- GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (Q4563781) (← links)
- On risk charges and shadow account options in pension funds (Q4576917) (← links)
- The real risk in pension forecasting (Q4585946) (← links)
- Implied Filtering Densities on the Hidden State of Stochastic Volatility (Q4586317) (← links)
- Modelling the Uruguayan Debt Through Gaussians Models (Q4606782) (← links)
- Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (Q4610157) (← links)
- (Q4625396) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
- Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)