Pages that link to "Item:Q703592"
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The following pages link to Martingale methods in financial modelling. (Q703592):
Displaying 27 items.
- On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation (Q5001108) (← links)
- Dynamic Fund Protection for Property Markets (Q5043476) (← links)
- THE DEGREE PROFILE AND GINI INDEX OF RANDOM CATERPILLAR TREES (Q5056629) (← links)
- THE AFFINE RATIONAL POTENTIAL MODEL (Q5061484) (← links)
- A MEAN-FIELD EXTENSION OF THE LIBOR MARKET MODEL (Q5066297) (← links)
- A new method of valuing American options based on Brownian models (Q5079101) (← links)
- Cross Currency Valuation and Hedging in the Multiple Curve Framework (Q5162842) (← links)
- ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY (Q5193002) (← links)
- GENERAL ANALYSIS OF LONG-TERM INTEREST RATES (Q5221478) (← links)
- American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
- Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
- How to make Dupire’s local volatility work with jumps (Q5245895) (← links)
- Sample Partitioning Estimation for Ergodic Diffusions (Q5252811) (← links)
- AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS (Q5297239) (← links)
- COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA (Q5299992) (← links)
- Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440) (← links)
- Hybrid Lévy Models: Design and Computational Aspects (Q5742508) (← links)
- Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes (Q6053111) (← links)
- Bayesian inversion techniques for stochastic partial differential equations (Q6059574) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation (Q6077334) (← links)
- Option pricing: examples and open problems (Q6123181) (← links)
- Deep signature FBSDE algorithm (Q6164091) (← links)
- Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)
- Pricing airbag option via first passage time approach (Q6592293) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)
- Long-term risk with stochastic interest rates (Q6667573) (← links)
