The following pages link to (Q4905685):
Displaying 50 items.
- On finite products of convolutions and classifications of hyperbolic and elliptic equations (Q409882) (← 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)
- Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
- Convertible bonds and stock liquidity (Q431918) (← links)
- Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951) (← links)
- On valuing and hedging European options when volatility is estimated directly (Q439467) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes (Q450031) (← links)
- Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- Analytic solution for American barrier options with two barriers (Q458329) (← links)
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- The early days of geometric nonlinear control (Q466450) (← links)
- The bounds of heavy-tailed return distributions in evolving complex networks (Q469745) (← links)
- Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
- Asymptotic analysis of shout options close to expiry (Q469983) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Negative call prices (Q470687) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
- Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis (Q479487) (← links)
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing (Q488215) (← links)
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
- On predicting the maximum of a semimartingale and the optimal moment to sell a stock (Q500285) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
- Chapman-Kolmogorov lattice method for derivatives pricing (Q505800) (← links)
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- Hedging with temporary price impact (Q513749) (← links)
- Radial basis functions method for valuing options: a multinomial tree approach (Q515756) (← links)
- Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
- On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693) (← links)
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
- Threat of termination and firm innovation (Q525210) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Operational asset replacement strategy: a real options approach (Q531459) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
