Pages that link to "Item:Q136004"

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

Displaying 50 items.

• On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270) (← links)
• Voter interacting systems applied to Chinese stock markets (Q554607) (← links)
• Local spectral time splitting method for first- and second-order partial differential equations (Q556317) (← links)
• Some possible stock price distributions under incompleteness of the market (Q596973) (← links)
• Gaussian mixture modelling to detect random walks in capital markets (Q597510) (← links)
• An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
• Adaptive algorithms for maximizing overall stock return (Q604682) (← links)
• The role of additional information in option pricing: estimation issues for the state space model (Q604920) (← links)
• The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
• Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
• Behavioral heterogeneity in the option market (Q609834) (← links)
• Estimating asset correlations from stock prices or default rates -- which method is superior? (Q609846) (← links)
• Nonlinear regression model generation using hyperparameter optimization (Q611400) (← links)
• A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model (Q611761) (← links)
• An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
• A simple model of deferred callability in defaultable debt (Q613455) (← links)
• Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
• Application of nonlinear filtering to credit risk (Q614031) (← links)
• The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
• Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589) (← links)
• Asymptotic option pricing under the CEV diffusion (Q615913) (← links)
• Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
• A brief survey on numerical methods for solving singularly perturbed problems (Q618050) (← links)
• A numerical study of diagonally split Runge-Kutta methods for PDEs with discontinuities (Q618376) (← links)
• A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451) (← links)
• Index of function inversion (Q619396) (← links)
• A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
• Foreign currency option pricing with proportional transaction costs (Q621866) (← links)
• A smooth estimator for MC/QMC methods in finance (Q622177) (← links)
• Pricing executive stock options under employment shocks (Q622240) (← links)
• Parametric estimation for the standard and geometric telegraph process observed at discrete times (Q623490) (← links)
• A log-robust optimization approach to portfolio management (Q626631) (← links)
• Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
• Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions (Q628907) (← links)
• A generic framework for stochastic loss-given-default (Q629521) (← links)
• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826) (← links)
• On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988) (← links)
• An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
• Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972) (← links)
• Real options pricing by the finite element method (Q639116) (← links)
• Utility-based indifference pricing in regime-switching models (Q640157) (← links)
• Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
• Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← links)
• Econophysics for philosophers (Q643097) (← links)
• Estimation of risk-neutral density surfaces (Q645506) (← links)
• Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
• Modeling chinese stock returns with stable distribution (Q646126) (← links)
• Option pricing in subdiffusive Bachelier model (Q650194) (← links)
• Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)