The following pages link to (Q4229805):
Displaying 38 items.
- Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion (Q3514277) (← links)
- A SHOT NOISE MODEL FOR FINANCIAL ASSETS (Q3520395) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
- On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463) (← links)
- An efficient implementation of a least squares Monte Carlo method for valuing American-style options (Q3636738) (← links)
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes (Q4409037) (← links)
- Error Calculus and Path Sensitivity in Financial Models (Q4409041) (← links)
- MultiFactor Valuation of Floating Range Notes (Q4464014) (← links)
- A NEW MONTE CARLO METHOD FOR AMERICAN OPTIONS (Q4653042) (← links)
- OPTIMAL STRATEGIES FOR THE ISSUANCES OF PUBLIC DEBT SECURITIES (Q4662047) (← links)
- The linear space of generalized Brownian motions with applications (Q4663470) (← links)
- PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
- Stochastic Volatility for Lévy Processes (Q4812839) (← links)
- Adaptative Monte Carlo Method, A Variance Reduction Technique (Q4831807) (← links)
- Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations (Q4832083) (← links)
- STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (Q4911481) (← links)
- Strong Solutions of a Class of Stochastic Differential Equations with Jumps (Q4932829) (← links)
- (Q4979128) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process (Q5131242) (← links)
- Elementary stochastic calculus for finance with infinitesimals (Q5270024) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
- Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process (Q5369326) (← links)
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS IN LÉVY MODELS (Q5386316) (← links)
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- Some Properties of CIR Processes (Q5484536) (← links)
- On the equivalence of the static and dynamic asset allocation problems (Q5484641) (← links)
- QUANTUM MONTE CARLO SIMULATIONS OF FERMIONS: A MATHEMATICAL ANALYSIS OF THE FIXED-NODE APPROXIMATION (Q5487856) (← links)
- A Semi‐Explicit Approach to Canary Swaptions in HJM One‐Factor Model (Q5489324) (← links)
- A COMMON MARKET MEASURE FOR LIBOR AND PRICING CAPS, FLOORS AND SWAPS IN A FIELD THEORY OF FORWARD INTEREST RATES (Q5493848) (← links)
- A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
- EXPLICIT BOND OPTION FORMULA IN HEATH–JARROW–MORTON ONE FACTOR MODEL (Q5696841) (← links)
- Numerical Procedure for Calibration of Volatility with American Options (Q5700149) (← links)
- Pricing Perpetual Options for Jump Processes (Q5718304) (← links)
- (Q5753713) (← links)
- STATISTICAL ANALYSIS BY STATISTICAL PHYSICS MODEL FOR THE STOCK MARKETS (Q5851811) (← links)
