Pages that link to "Item:Q819974"
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The following pages link to Mathematical methods for financial markets. (Q819974):
Displaying 50 items.
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- Lévy-Khintchine representation of Toader-Qi mean (Q4634658) (← links)
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- ON FUNCTION CLASSES OF STABLE DISTRIBUTIONS AND THEIR APPLICATIONS (Q4639832) (← links)
- Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models (Q4682488) (← links)
- Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
- Joint distribution of a Lévy process and its running supremum (Q4684955) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
- On Exponential Functionals of Processes with Independent Increments (Q4961777) (← links)
- Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)
- Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
- Optimal Hedging in Incomplete Markets (Q4994350) (← links)
- Portfolio credit risk with predetermined default orders (Q5001115) (← links)
- Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration (Q5014306) (← links)
- Development and Pricing of a New Participating Contract (Q5018744) (← links)
- CDS calibration under an extended JDCEV model (Q5031741) (← links)
- An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time (Q5038292) (← links)
- Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
- ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- THE VIX AND FUTURE INFORMATION (Q5061494) (← links)
- First passage time density of an Ornstein–Uhlenbeck process with broken drift (Q5071667) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Short Communication: Chances for the Honest in Honest versus Insider Trading (Q5080125) (← links)
- Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)
- Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case (Q5086425) (← links)
- Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process (Q5086497) (← links)
- Moments and ergodicity of the jump-diffusion CIR process (Q5087038) (← links)
- On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition (Q5126527) (← links)
- The Girsanov Theorem Without (So Much) Stochastic Analysis (Q5126594) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
- An Optimal Callback Policy for General Arrival Processes: A Pathwise Analysis (Q5131461) (← links)
- Universal excursion and bridge shapes in ABBM/CIR/Bessel processes (Q5152588) (← links)
- Enlarged filtrations and indistinguishable processes (Q5206085) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- SPECTRAL METHODS FOR THE CALCULATION OF RISK MEASURES FOR VARIABLE ANNUITY GUARANTEED BENEFITS (Q5214828) (← links)
- Universal bounds and monotonicity properties of ratios of Hermite and parabolic cylinder functions (Q5221357) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)
- ROLE OF INFORMATION IN PRICING DEFAULT-SENSITIVE CONTINGENT CLAIMS (Q5245892) (← links)
