Pages that link to "Item:Q136004"

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

Displaying 50 items.

• Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
• An asymptotic expansion for a Black--Scholes type model (Q707247) (← links)
• Efficiently pricing barrier options in a Markov-switching framework (Q708288) (← links)
• Introduction to convex optimization in financial markets (Q715237) (← links)
• Tractable stochastic analysis in high dimensions via robust optimization (Q715242) (← links)
• Extension of Euler's method to parabolic equations (Q716640) (← links)
• Anomalous is ubiquitous (Q719717) (← links)
• A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
• Optimal contingent payment mechanisms and entrepreneurial financing decisions (Q724042) (← links)
• DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
• The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
• Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
• Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663) (← links)
• Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900) (← links)
• Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
• Default prediction with the Merton-type structural model based on the NIG Lévy process (Q730567) (← links)
• Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413) (← links)
• Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258) (← links)
• The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets (Q737260) (← links)
• Functional data analysis for volatility (Q738082) (← links)
• A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
• Fractional motions (Q740796) (← links)
• Pricing convertible bonds and change of probability measure (Q741859) (← links)
• American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
• Study on the stability of an artificial stock option market based on bidirectional conduction (Q742669) (← links)
• Approximating stochastic volatility by recombinant trees (Q744390) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• Management of banking network stability taking into account industry-specific risks (Q747343) (← links)
• A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
• Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (Q748243) (← links)
• Variational inequalities and the pricing of American options (Q751451) (← links)
• Asset market equilibrium in infinite dimensional complete markets (Q756627) (← links)
• Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392) (← links)
• Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset (Q763508) (← links)
• Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods (Q766056) (← links)
• Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
• Option implied moments obtained through fuzzy regression (Q778074) (← links)
• Option pricing and the Greeks under Gaussian fuzzy environments (Q780218) (← links)
• An efficient compact difference method for temporal fractional subdiffusion equations (Q781120) (← links)
• The stability analysis for uncertain heat equations based on \(p\)-th moment (Q781342) (← links)
• The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
• Analysis of time series through complexity-entropy curves based on generalized fractional entropy (Q783504) (← links)
• A note on a simplified approach to the valuation of risky streams (Q788598) (← links)
• Price taking behavior and trading in options (Q789290) (← links)
• Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
• A computer program to minimize a function with many variables using computer evaluated exact higher-order derivatives (Q789874) (← links)
• Induced preferences and the theory of the consumer (Q790697) (← links)
• Strategic analysis of the competitive exercise of certain financial options (Q801784) (← links)
• A binomial contingent claims model for valuing risky ventures (Q803013) (← links)
• An expert decision-support system for option-based investment strategies (Q805305) (← links)