Pages that link to "Item:Q819974"

The following pages link to Mathematical methods for financial markets. (Q819974):

Displaying 50 items.

• Market Models with Optimal Arbitrage (Q5250038) (← links)
• A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
• Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models (Q5256324) (← links)
• Analytical Expansions for Parabolic Equations (Q5264986) (← links)
• On the diversity score: a copula approach (Q5276178) (← links)
• RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)
• NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS (Q5376999) (← links)
• Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty (Q5379141) (← links)
• Stability of Traveling Waves for Reaction-Diffusion Equations with Multiplicative Noise (Q5382440) (← links)
• EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
• A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
• MULTI-CURRENCY CREDIT DEFAULT SWAPS (Q5384682) (← links)
• Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching (Q5384788) (← links)
• Defaultable Bond Markets with Jumps (Q5388160) (← links)
• On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
• Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)
• Explosion time for some Laplace transforms of the Wishart process (Q5742577) (← links)
• Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model (Q5742992) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)
• Computations and global properties for traces of Bessel’s Dirichlet form (Q5860736) (← links)
• Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs (Q5867418) (← links)
• Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
• Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates (Q5886356) (← links)
• Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
• Optimal dividend payout under stochastic discounting (Q6054423) (← links)
• Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
• The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
• Distributional properties of continuous time processes: from CIR to bates (Q6065669) (← links)
• Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)
• Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression (Q6072429) (← links)
• Exposure valuations and their capital requirements (Q6078123) (← links)
• (Q6090857) (← links)
• The stochastic Leibniz formula for Volterra integrals under enlarged filtrations (Q6092933) (← links)
• Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities (Q6103703) (← links)
• Generalized Cox model for default times (Q6105368) (← links)
• Asymptotics for the survival probability of time-inhomogeneous diffusion processes (Q6106542) (← links)
• Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
• Correlation function of a random scalar field evolving with a rapidly fluctuating Gaussian process (Q6137767) (← links)
• Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing (Q6158396) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
• A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time (Q6163386) (← links)
• Strong approximation of Bessel processes (Q6164838) (← links)
• Sticky Feller diffusions (Q6165209) (← links)
• Which Urbanik class \(L_k\), do the hyperbolic and the generalized logistic characteristic functions belong to? (Q6165369) (← links)
• Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients (Q6170362) (← links)
• Interest rate modeling with generalized Langevin equations (Q6179289) (← links)
• An expected exponential utility maximization problem for bitcoin miners (Q6179932) (← links)