Pages that link to "Item:Q136004"

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

Displaying 50 items.

• Option pricing under joint dynamics of interest rates, dividends, and stock prices (Q433123) (← links)
• Conserved quantities for a class of \((1 + n)\)-dimensional linear evolution equation (Q434827) (← links)
• Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
• Default risk and equity returns: evidence from the Taiwan equities market (Q436945) (← links)
• Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951) (← links)
• A call on art investments (Q437102) (← links)
• Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
• On valuing and hedging European options when volatility is estimated directly (Q439467) (← links)
• Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
• Tri-diagonal preconditioner for pricing options (Q442720) (← links)
• High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
• Ibragimov-type invariants for a system of two linear parabolic equations (Q446061) (← 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)
• Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
• Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
• The hierarchical-likelihood approach to autoregressive stochastic volatility models (Q452568) (← links)
• On arbitrages arising with honest times (Q457179) (← links)
• Pricing options with credit risk in a reduced form model (Q457616) (← links)
• Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
• Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
• Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
• The Itô integral for Brownian motion in vector lattices. I (Q465452) (← links)
• The early days of geometric nonlinear control (Q466450) (← links)
• A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
• Asymptotics of implied volatility to arbitrary order (Q468415) (← links)
• Hermite polynomial based expansion of European option prices (Q469560) (← links)
• Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
• Variance trading and market price of variance risk (Q469575) (← 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)
• Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations (Q470513) (← links)
• Implied and realized volatility: empirical model selection (Q470518) (← links)
• Affine fractional stochastic volatility models (Q470522) (← links)
• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
• Negative call prices (Q470687) (← links)
• Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines (Q470747) (← links)
• Editor's introduction: Analysis of financial data (Q473220) (← links)
• Reinforced urn processes for credit risk models (Q473338) (← links)
• Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
• Quantum field theory of black-swan events (Q474858) (← links)
• The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
• Bilateral counterparty risk valuation on a CDS with a common shock model (Q479176) (← links)
• Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
• Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
• A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)