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.
- Notes on a new approximate solution of 2-D heat equation backward in time (Q651772) (← links)
- Convex analysis in financial mathematics (Q654112) (← links)
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Projection pursuit through \(\varphi \)-divergence minimisation (Q657477) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
- Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
- Quantile hedging for guaranteed minimum death benefits (Q659169) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- The development of a simple and intuitive rating system under Solvency II (Q659260) (← links)
- A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165) (← links)
- Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
- Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Financial stability and Basel II (Q665774) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- Duration, factor sensitivities, and interest rate Greeks (Q665789) (← links)
- Amplification and asymmetry in crashes and frenzies (Q665807) (← links)
- A computational study on general equilibrium pricing of derivative securities (Q665835) (← links)
- Beliefs regarding fundamental value and optimal investing (Q666434) (← links)
- A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles (Q667787) (← links)
- Mean percentage of returns for stock market linked savings accounts (Q668589) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- An analytically tractable model for pricing multiasset options with correlated jump-diffusion equity processes and a two-factor stochastic yield curve (Q670282) (← links)
- Pricing variance swaps under stochastic volatility and stochastic interest rate (Q671068) (← links)
- Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans (Q672927) (← links)
- Equity as a call option on assets (Q672929) (← links)
- An alternative approach to stochastic calculus for economic and financial models (Q673806) (← links)
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
- The dynamics of speculative behaviour (Q684761) (← links)
- Pricing equity-linked life insurance with endogenous minimum guarantees (Q689564) (← links)
- The valuation problem in arbitrage price theory (Q690339) (← links)
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- A model for the dynamic behavior of financial assets affected by news: the case of Tohoku-Kanto earthquake (Q691938) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Participating life insurance policies: an accurate and efficient parallel software for COTS clusters (Q693200) (← links)
- Stock returns and hyperbolic distributions (Q699418) (← links)
- Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
- An extension of the Euler Laplace transform inversion algorithm with applications in option pricing. (Q703247) (← links)
- The informational content of subordinated debt and equity prices in the presence of bankruptcy costs (Q704065) (← links)
- A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080) (← links)
- Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← links)
- No-arbitrage interpolation of the option price function and its reformulation (Q704745) (← links)
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
