Pages that link to "Item:Q136004"

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

Displaying 50 items.

• Arbitrage, rationality, and equilibrium (Q806831) (← links)
• Total risk aversion and the pricing of options (Q811316) (← links)
• Option prices under generalized pricing kernels (Q812143) (← links)
• Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)
• A highly accurate linearized method for free boundary problems (Q813195) (← links)
• Explicit solutions to European options in a regime-switching economy (Q813961) (← links)
• Decision analysis and real options: a discrete time approach to real option valuation (Q816347) (← links)
• On the pricing of defaultable bonds using the framework of barrier options (Q816769) (← links)
• Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
• Exotic options under Lévy models: an overview (Q818210) (← links)
• The valuation of options on capacity with cost and demand uncertainty (Q819084) (← links)
• A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (Q825289) (← links)
• An actuarial approach to pricing barrier options (Q825309) (← links)
• High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
• Nonparametric estimation of fractional option pricing model (Q826418) (← links)
• Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (Q827484) (← links)
• The inverse volatility problem for American options (Q827510) (← links)
• Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
• Brexit and foreign exchange market expectations: could it have been predicted? (Q829140) (← links)
• A note on the numerical resolution of Heston PDEs (Q829233) (← links)
• A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
• Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model (Q830058) (← links)
• The option game (Q830996) (← links)
• Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
• Optimal algorithms for \(k\)-search with application in option pricing (Q834594) (← links)
• An options-based solution to the sequential auction problem (Q835835) (← links)
• Calibration of options on a reduced basis (Q837108) (← links)
• Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
• Black-Scholes formula in subdiffusive regime (Q841145) (← links)
• Bipower-type estimation in a noisy diffusion setting (Q841480) (← links)
• A stochastic correlation model with mean reversion for pricing multi-asset options (Q841855) (← links)
• How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
• On deposit volumes and the valuation of non-maturing liabilities (Q844606) (← links)
• Numerical valuation of discrete double barrier options (Q847225) (← links)
• SDP relaxation of arbitrage pricing bounds based on option prices and moments (Q848736) (← links)
• Robust artificial neural networks for pricing of European options (Q853592) (← links)
• Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
• Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
• A complete-market generalization of the Black-Scholes model (Q853864) (← links)
• Exact solutions of a model for asset prices by K. Takaoka (Q853866) (← links)
• The solution of fuzzy linear systems by nonlinear programming: a financial application (Q856312) (← links)
• Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949) (← links)
• Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
• The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements (Q860507) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Towards a self-consistent theory of volatility (Q864196) (← links)
• Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
• The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (Q867122) (← links)
• Boltzmann-Gibbs distribution of fortune and broken time reversible symmetry in econodynamics (Q868055) (← links)