Pages that link to "Item:Q5710171"

The following pages link to Arbitrage Theory in Continuous Time (Q5710171):

Displaying 50 items.

• Dynamical pricing of weather derivatives (Q4646781) (← links)
• Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
• Machine Learning Vasicek Model Calibration with Gaussian Processes (Q4905880) (← links)
• GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY (Q4906545) (← links)
• THE WISHART SHORT RATE MODEL (Q4909141) (← links)
• Dividend derivatives (Q4957231) (← links)
• On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
• A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
• Relative Hedging of Systematic Mortality Risk (Q5029058) (← links)
• THE AFFINE RATIONAL POTENTIAL MODEL (Q5061484) (← links)
• On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach (Q5066681) (← links)
• Bond market completeness under stochastic strings with distribution-valued strategies (Q5068080) (← links)
• Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492) (← links)
• Portfolio Theory and Arbitrage (Q5073834) (← links)
• Lévy modeled GMWB: Pricing with wavelets (Q5083992) (← links)
• Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization (Q5086713) (← links)
• Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities (Q5110211) (← links)
• Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642) (← links)
• Rational Models for Inflation-Linked Derivatives (Q5144182) (← links)
• VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK (Q5147999) (← links)
• ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
• PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
• Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit (Q5168692) (← links)
• NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
• Cash management using multi-stage stochastic programming (Q5190135) (← links)
• Arbitrage Theory in Continuous Time (Q5216742) (← links)
• American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
• CONSISTENT PARALLEL AND PROPORTIONAL SHIFTS IN THE TERM STRUCTURE OF FUTURES PRICES (Q5245891) (← links)
• An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions (Q5247276) (← links)
• COHERENT CHAOS INTEREST-RATE MODELS (Q5256833) (← links)
• CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
• Consistent price systems for subfiltrations (Q5429589) (← links)
• The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (Q5502178) (← links)
• A Discrete-Time Model for Reinvestment Risk in Bond Markets (Q5505899) (← links)
• Pricing Lookback Options and Dynamic Guarantees (Q5715904) (← links)
• Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility (Q5715905) (← links)
• Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (Q5716000) (← links)
• Optimal Design of a Perpetual Equity-Indexed Annuity (Q5716008) (← links)
• Investing for Retirement (Q5718087) (← links)
• “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000 (Q5718198) (← links)
• Stochastic Control and Pricing Under Swap Measures (Q5746532) (← links)
• Optimal Portfolio in a Regime-switching Model (Q5746536) (← links)
• BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
• OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT (Q5854325) (← links)
• Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation (Q5860260) (← links)
• Quasi-reversibility method and neural network machine learning for forecasting of stock option prices (Q5890162) (← links)
• In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
• Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
• Pricing Asian options with stochastic convenience yield and jumps (Q6158429) (← links)
• Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)