Pages that link to "Item:Q136004"
From MaRDI portal
The following pages link to The pricing of options and corporate liabilities (Q136004):
Displaying 50 items.
- 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)
- Boundary behavior and asymptotic behavior of solutions to a class of parabolic equations with boundary degeneracy (Q495811) (← links)
- A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
- Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← 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)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
- Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) (← links)
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
- The challenge in managing new financial risks: adopting an heuristic or theoretical approach (Q513101) (← links)
- Hedging with temporary price impact (Q513749) (← links)
- Decomposing aggregate risk into marginal risks under partial information: A top-down method (Q514120) (← links)
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- Lie symmetries of \((1+2)\) nonautonomous evolution equations in financial mathematics (Q515423) (← links)
- Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
- Radial basis functions method for valuing options: a multinomial tree approach (Q515756) (← links)
- On the generation of arbitrage-free stock price models using Lie symmetry analysis (Q516692) (← links)
- Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q517945) (← links)
- Environmental induction of neurodevelopmental disorders (Q518225) (← links)
- A fixed point method for the linear complementarity problem arising from American option pricing (Q519227) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Option pricing for an uncertain stock model with jumps (Q521732) (← links)
- Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
- Reconstructing local volatility using total variation (Q523719) (← 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)
- A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
- Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (Q533028) (← links)
- On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594) (← links)
- A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200) (← links)
- Exotic European options with restrictions on the payoffs (Q544689) (← links)
- On local regularization for an inverse problem of option pricing (Q548392) (← links)
- Homotopy analysis method for option pricing under stochastic volatility (Q550482) (← links)
- Option price sensitivities through fuzzy numbers (Q552168) (← links)
