The following pages link to Mathematical Finance (Q140029):
Displaying 50 items.
- Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading (Q2847245) (← links)
- Rating based Lévy Libor model (Q2851557) (← links)
- The affine LIBOR models (Q2851558) (← links)
- Arbitrage-free multifactor term structure models: a theory based on stochastic control (Q2851559) (← links)
- Optimal consumption and investment for a large investor: an intensity-based control framework (Q2851560) (← links)
- Running for the exit: distressed selling and endogenous correlation in financial markets (Q2851561) (← links)
- Transform analysis for point processes and applications in credit risk (Q2851562) (← links)
- Pricing chained options with curved barriers (Q2851563) (← links)
- Dynamic coherent acceptability indices and their applications to finance (Q2875722) (← links)
- Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function (Q2875724) (← links)
- Convex risk measures for good deal bounds (Q2875725) (← links)
- The two fundamental theorems of asset pricing for a class of continuous-time financial markets (Q2875726) (← links)
- Boundary evolution equations for American options (Q2875727) (← links)
- Portfolios of American options under general preferences: results and counterexamples (Q2875728) (← links)
- Limit theorems for partial hedging under transaction costs (Q2875729) (← links)
- Black-Scholes representation for Asian options (Q2875730) (← links)
- Liquidation in limit order books with controlled intensity (Q2927944) (← links)
- Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
- Optimal liquidation in a limit order book for a risk-averse investor (Q2927947) (← links)
- Admissibility of generic market models of forward swap rates (Q2927948) (← links)
- Pricing swaptions under multifactor Gaussian HJM models (Q2927950) (← links)
- Swaption pricing in affine and other models (Q2927951) (← links)
- Arbitrage bounds for prices of weighted variance swaps (Q2927953) (← links)
- Closed form pricing formulas for discretely sampled generalized variance swaps (Q2927954) (← links)
- ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
- STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- LOCAL VARIANCE GAMMA AND EXPLICIT CALIBRATION TO OPTION PRICES (Q2968277) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION (Q2968281) (← links)
- DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840) (← links)
- AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (Q3005841) (← links)
- OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842) (← links)
- OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843) (← links)
- GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845) (← links)
- A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (Q3005846) (← links)
- LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)
- OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS (Q3005848) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES (Q3008483) (← links)
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
- PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485) (← links)
- LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
- A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES (Q3008488) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (Q3008490) (← links)
- ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION (Q3008491) (← links)
