The following pages link to Finance and Stochastics (Q135345):
Displaying 50 items.
- Asymmetric information in fads models (Q854270) (← links)
- Consistent variance curve models (Q854272) (← links)
- Optimal early retirement near the expiration of a pension plan (Q854273) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
- Call completeness implies completeness in the \(n\)-period model of a financial market (Q854278) (← links)
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- Consistency among trading desks (Q854281) (← links)
- Bounds for functions of dependent risks (Q854282) (← links)
- A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Spectral calibration of exponential Lévy models (Q881412) (← links)
- American Parisian options (Q881414) (← links)
- Generic market models (Q881416) (← links)
- Asymptotic behaviour of mean-quantile efficient portfolios (Q881418) (← links)
- Optimal portfolio choice in the bond market (Q881421) (← links)
- A counter-example to an option pricing formula under transaction costs (Q881422) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
- Optimal importance sampling with explicit formulas in continuous time (Q928493) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- The dynamics of strategic information flows in stock markets (Q928495) (← links)
- Existence of Lévy term structure models (Q928496) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q928499) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Long run forward rates and long yields of bonds and options in heterogeneous equilibria (Q928503) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Stein's method and zero bias transformation for CDO tranche pricing (Q964669) (← links)
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
- Pricing options under stochastic volatility: a power series approach (Q964675) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff (Q964681) (← links)
