Pages that link to "Item:Q136004"

The following pages link to The pricing of options and corporate liabilities (Q136004):

Displaying 50 items.

• Are we using the wrong letters? An analysis of executive stock option Greeks (Q301203) (← links)
• Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
• Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203) (← links)
• Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
• Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826) (← links)
• Convolutional autoregressive models for functional time series (Q308370) (← links)
• Optimal consumption and savings with stochastic income and recursive utility (Q308631) (← links)
• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Valuation of power options under Heston's stochastic volatility model (Q311037) (← links)
• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Analytic models for parameter dependency in option price modelling (Q312173) (← links)
• A copula-based approach for generating lattices (Q315036) (← links)
• A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039) (← links)
• Option pricing model with sentiment (Q315109) (← links)
• Incomplete markets and derivative assets (Q315796) (← links)
• A penalty method for a fractional order parabolic variational inequality governing American put option valuation (Q316424) (← links)
• \(hp\)-adaptive IPDG/TDG-FEM for parabolic obstacle problems (Q316546) (← links)
• A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
• Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
• Interest rates risk-premium and shape of the yield curve (Q316908) (← links)
• Dynamic conic hedging for competitiveness (Q317543) (← links)
• Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
• A fast calibrating volatility model for option pricing (Q319158) (← links)
• The implication of missing the optimal-exercise time of an American option (Q319234) (← links)
• A discontinuous mispricing model under asymmetric information (Q319248) (← links)
• Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
• Default probability estimation via pair copula constructions (Q320930) (← links)
• Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025) (← links)
• A dynamic program for valuing corporate securities (Q321036) (← links)
• A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
• An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
• On calibration of stochastic and fractional stochastic volatility models (Q323465) (← links)
• A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
• Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
• An optimal control model of carbon reduction and trading (Q338652) (← links)
• Explicit density approximations for local volatility models using heat kernel expansions (Q340130) (← links)
• Investment timing under hybrid stochastic and local volatility (Q340490) (← links)
• A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
• Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
• Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
• A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
• The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
• The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (Q356137) (← links)
• Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
• Robust international portfolio management (Q373171) (← links)
• Optimal electricity generation portfolios. The impact of price spread modelling (Q373214) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• On inferring standard deviations from path dependent options (Q375143) (← links)
• The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238) (← links)