Pages that link to "Item:Q1162768"

The following pages link to Martingales and stochastic integrals in the theory of continuous trading (Q1162768):

Displaying 50 items.

• DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS (Q3126233) (← links)
• ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234) (← links)
• OPTIMAL INVESTMENT OF A LIFE INTEREST (Q3126237) (← links)
• OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239) (← links)
• Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
• Sato processes and the valuation of structured products (Q3182646) (← links)
• BINARY MARKETS UNDER TRANSACTION COSTS (Q3191836) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
• Entropy Maximization in Finance (Q3298034) (← links)
• A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
• Approximations for the values of american options (Q3353912) (← links)
• Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (Q3378029) (← links)
• A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL (Q3379411) (← links)
• Hedging in Financial Markets (Q3395496) (← links)
• Pricing with non-smooth utility function (Q3396066) (← links)
• Pricing measures, forward measures and semigroups (Q3404098) (← links)
• A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
• No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
• Pricing of Multi‐Defaultable Bonds with a Two‐Correlated‐Factor Hull–White Model (Q3445889) (← links)
• Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
• OPTION PRICING BASED ON A LOG–SKEW–NORMAL MIXTURE (Q3467595) (← links)
• Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
• Option pricing and hedge portfolios for poisson progresses (Q3475093) (← links)
• ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING (Q3498238) (← links)
• Fast swaption pricing under the market model with a square-root volatility process (Q3498563) (← links)
• A multi-factor jump-diffusion model for commodities† (Q3498564) (← links)
• ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE (Q3502124) (← links)
• The implied volatility smirk (Q3502188) (← links)
• Valuation of Performance‐Dependent Options (Q3502198) (← links)
• STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING (Q3523537) (← links)
• THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS (Q3523578) (← links)
• COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604) (← links)
• Factors' correlation in the Heath-Jarrow-Morton interest rate model (Q3552635) (← links)
• ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) (← links)
• A REGULARIZED FOURIER TRANSFORM APPROACH FOR VALUING OPTIONS UNDER STOCHASTIC DIVIDEND YIELDS (Q3564990) (← links)
• Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing (Q3585329) (← links)
• Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
• A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309) (← links)
• Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
• A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
• Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
• Dynamic hedging of basket options under proportional transaction costs using receding horizon control (Q3654580) (← links)
• Integral representation in the theory of continuous trading (Q3707047) (← links)
• The shadow price of information in continuous time decision problems (Q3765689) (← links)
• Equivalent martingale measures for bridge processes (Q3984215) (← links)
• Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility (Q4216100) (← links)
• Unterscheidungskriterium Partizipationssatz bei der Aktienindexgebundenen Lebensversicherung (Q4219954) (← links)
• SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION (Q4226856) (← links)
• EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL¹ (Q4226863) (← links)
• OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865) (← links)