The following pages link to (Q4794153):
Displaying 50 items.
- Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- Envelope theorems in Banach lattices and asset pricing (Q496582) (← links)
- A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
- Generalised mean-risk preferences (Q508379) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Human capital values and returns: bounds implied by earnings and asset returns data (Q548241) (← links)
- Intertemporal asset pricing and the marginal utility of wealth (Q553533) (← links)
- Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model (Q601887) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- Equilibrium open interest (Q608910) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
- Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets (Q651334) (← links)
- Optimal design of profit sharing rates by FFT (Q659254) (← links)
- Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- The implied liquidity premium for equities (Q665709) (← links)
- On the positive fundamental value of money with short-sale constraints (Q665788) (← links)
- Nonparametric implied Lévy densities (Q666590) (← links)
- Rational asset pricing bubbles and portfolio constraints (Q694734) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- No-arbitrage interpolation of the option price function and its reformulation (Q704745) (← links)
- A state predictor for continuous-time stochastic systems (Q730105) (← links)
- Pricing life insurance contracts with early exercise features (Q732096) (← links)
- Do interest rate options contain information about excess returns? (Q737991) (← links)
- American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
- Re-examining the law of iterated expectations for Choquet decision makers (Q763357) (← links)
- Long-term real dynamic investment planning (Q784398) (← links)
- Conditional Davis pricing (Q784731) (← links)
- Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
- Equilibrium effects of intraday order-splitting benchmarks (Q829334) (← links)
- Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Asset pricing with loss aversion (Q844788) (← links)
- Continuous time one-dimensional asset-pricing models with analytic price-dividend functions (Q847865) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Dynamic revenue management of a toll road project under transportation demand uncertainty (Q862491) (← links)
- A discrete Itō calculus approach to He's framework for multi-factor discrete markets (Q867695) (← links)
- Valuation of structured risk management products (Q868322) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
