The following pages link to Mathematical Finance (Q140029):
Displaying 50 items.
- Viability and equilibrium in securities markets with frictions (Q2757304) (← links)
- Pricing general barrier options: a numerical approach using sharp large deviations (Q2757306) (← links)
- Interest rate dynamics and consistent forward rate curves (Q2757307) (← links)
- A note on the Nelson-Siegel family (Q2757308) (← links)
- Self-financing trading strategies for sliding, rolling-horizon, and consol bonds (Q2757309) (← links)
- European-type contingent claims in an incomplete market with constrained wealth and portfolio (Q2757310) (← links)
- Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. (Q2757311) (← links)
- MSM estimators of European options on assets with jumps (Q2757312) (← links)
- On the existence of finite-dimensional realizations for nonlinear forward rate models. (Q2757313) (← links)
- Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing (Q2757314) (← links)
- Robust hedging of barrier options. (Q2757315) (← links)
- No arbitrage in discrete time under portfolio constraints. (Q2757316) (← links)
- Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities (Q2757317) (← links)
- Leland's approach to option pricing: The evolution of a discontinuity (Q2757318) (← links)
- A note on the Boyle-Vorst discrete-time option pricing model with transactions costs. (Q2757319) (← links)
- Optimal portfolios with bounded capital at risk. (Q2770980) (← links)
- A comparison of two quadratic approaches to hedging in incomplete markets (Q2770981) (← links)
- Return dynamics when persistence is unobservable (Q2770982) (← links)
- The liquidity discount. (Q2770983) (← links)
- A generalized Cameron-Martin formula with applications to partially observed dynamic portfolio optimization. (Q2770984) (← links)
- Hope, fear, and aspirations (Q2788689) (← links)
- Behavioral portfolio selection: asymptotics and stability along a sequence of models (Q2788690) (← links)
- Linked recursive preferences and optimality (Q2788691) (← links)
- Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
- A new look at short-term implied volatility in asset price models with jumps (Q2788693) (← links)
- CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694) (← links)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
- Utility maximization under model uncertainty in discrete time (Q2799995) (← links)
- The incentives of hedge fund fees and high-water marks (Q2799996) (← links)
- On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets (Q2799997) (← links)
- Resilience to contagion in financial networks (Q2799998) (← links)
- Stochastic local intensity loss models with interacting particle systems (Q2799999) (← links)
- Measuring distribution model risk (Q2800000) (← links)
- Comparing local risks by acceptance and rejection (Q2800001) (← links)
- Model-independent no-arbitrage conditions on American put options (Q2800003) (← links)
- Multivariate subordination of Markov processes with financial applications (Q2831000) (← links)
- Expectations of functions of stochastic time with application to credit risk modeling (Q2831002) (← links)
- Optimal investment in credit derivatives portfolio under contagion risk (Q2831003) (← links)
- Fire sales forensics: measuring endogenous risk (Q2831004) (← links)
- Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
- Coherence and elicitability (Q2831006) (← links)
- Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates (Q2831007) (← links)
- Model-independent lower bound on variance swaps (Q2831008) (← links)
- Fast swaption pricing in Gaussian term structure models (Q2831010) (← links)
- A structural risk-neutral model for pricing and hedging power derivatives (Q2847237) (← links)
- Stochastic volatility models and the pricing of VIX options (Q2847239) (← links)
- Fast Monte Carlo Greeks for financial products with discontinuous pay-offs (Q2847241) (← links)
- Equity correlations implied by index options: estimation and model uncertainty analysis (Q2847242) (← links)
- The effect of estimation in high-dimensional portfolios (Q2847243) (← links)
- Buy-low and sell-high investment strategies (Q2847244) (← links)
