Pages that link to "Item:Q136004"

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

Displaying 50 items.

• An alternative approach to the valuation of American options and applications (Q375241) (← links)
• Index-option pricing with stochastic volatility and the value of accurate variance forecasts (Q375251) (← links)
• Valuing foreign exchange rate derivatives with a bounded exchange process (Q375253) (← links)
• American stochastic volatility call option pricing: a lattice based approach (Q375256) (← links)
• Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
• American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
• Options markets, self-fulfilling prophecies, and implied volatilities (Q375353) (← links)
• The effects of newly listed derivatives in a thin stock market (Q375360) (← links)
• On Cox processes and credit risky securities (Q375362) (← links)
• Pricing the risks of default (Q375364) (← links)
• Term structure modelling of defaultable bonds (Q375366) (← links)
• Pricing of swaps with default risk (Q375369) (← links)
• Pricing of non-redundant derivatives in a complete market (Q375374) (← links)
• Price discovery in the U.S. stock and stock options markets: a portfolio approach (Q375529) (← links)
• Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540) (← links)
• A fast stationary iterative method for a partial integro-differential equation in pricing options (Q385437) (← links)
• Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices (Q385646) (← links)
• Local volatility of volatility for the VIX market (Q385648) (← links)
• A lattice model for option pricing under GARCH-jump processes (Q385653) (← links)
• Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081) (← links)
• Pricing and hedging problem of foreign currency option with higher borrowing rate (Q394479) (← links)
• The impact of warrants introduction: sign effect or magnitude effect? (Q394483) (← links)
• Quantum-like tunnelling and levels of arbitrage (Q395545) (← links)
• Quenching of solutions to a class of semilinear parabolic equations with boundary degeneracy (Q401335) (← links)
• The Riccati system and a diffusion-type equation (Q401969) (← links)
• Financial markets with volatility uncertainty (Q406259) (← links)
• Limit experiments of GARCH (Q408085) (← links)
• Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974) (← links)
• Financial applications of bivariate Markov processes (Q410357) (← links)
• Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
• Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
• Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
• Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
• Simulation of the CEV process and the local martingale property (Q419443) (← links)
• Development of modified geometric Brownian motion models by using stock price data and basic statistics (Q419908) (← links)
• Some weak self-adjoint Hamilton-Jacobi-Bellman equations arising in financial mathematics (Q420052) (← links)
• Short sales in log-robust portfolio management (Q420886) (← links)
• Evaluating pharmaceutical R\&D under technical and economic uncertainty (Q421539) (← links)
• Numerical solution of a parabolic problem arising in finance (Q421803) (← links)
• Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
• A boundary element method to price time-dependent double barrier options (Q426959) (← links)
• Tail approximations of integrals of Gaussian random fields (Q428142) (← links)
• The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
• Parameter identification in financial market models with a feasible point SQP algorithm (Q429503) (← links)
• Two-state volatility transition pricing and hedging of TXO options (Q429529) (← links)
• Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
• Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
• Reviewing alternative characterizations of Meixner process (Q431510) (← links)
• Convertible bonds and stock liquidity (Q431918) (← links)