Pages that link to "Item:Q819974"
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The following pages link to Mathematical methods for financial markets. (Q819974):
Displaying 50 items.
- Extreme order statistics of random walks (Q2686605) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
- (Q2762115) (← links)
- On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
- Recursive algorithms for pricing discrete variance options and volatility swaps under time-changed Lévy processes (Q2800053) (← links)
- On certain integral functionals of squared Bessel processes (Q2804020) (← links)
- A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (Q2811116) (← links)
- Variance swaps on defaultable assets and market implied time-changes (Q2813077) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
- New trends in financial engineering. Works under the auspices of the World Class University Program of Ajou University (Q2849819) (← links)
- Modeling the Forward CDS Spreads with Jumps (Q2893285) (← links)
- A remark on credit risk models and copula (Q2920941) (← links)
- Admissibility of generic market models of forward swap rates (Q2927948) (← links)
- ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (Q2939927) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Brownian Bridges on Random Intervals (Q2967978) (← links)
- FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES (Q2986668) (← links)
- OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257) (← links)
- Some results on Parisian walks (Q3121369) (← links)
- Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases (Q3145420) (← links)
- EXACT SIMULATION OF THE 3/2 MODEL (Q3166709) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827) (← links)
- Joint law of an Ornstein–Uhlenbeck process and its supremum (Q3299450) (← links)
- Power law statistics in the velocity fluctuations of Brownian particle in inhomogeneous media and driven by colored noise (Q3302198) (← links)
- Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations (Q3302689) (← links)
- Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
- ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL (Q3467601) (← links)
- Asymptotic Behavior of the Fractional Heston Model (Q4553801) (← links)
- A SUBORDINATED CIR INTENSITY MODEL WITH APPLICATION TO WRONG-WAY RISK CVA (Q4555855) (← links)
- Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
- On Small-Noise Equations with Degenerate Limiting System Arising from Volatility Models (Q4560342) (← links)
- Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates (Q4561924) (← links)
- Some sufficient conditions for Novikov’s criterion (Q4563671) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- Optimal contract with moral hazard for Public Private Partnerships (Q4584683) (← links)
- PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
- Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model (Q4585682) (← links)
- Prices and Asymptotics for Discrete Variance Swaps (Q4585896) (← links)
- Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (Q4586033) (← links)
- Trading against disorderly liquidation of a large position under asymmetric information and market impact (Q4606384) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)
- Shapes of Implied Volatility with Positive Mass at Zero (Q4607048) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
- Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Mass at zero in the uncorrelated SABR model and implied volatility asymptotics (Q4619519) (← links)
- The survival probability of the SABR model: asymptotics and application (Q4619520) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
