Pages that link to "Item:Q136004"
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The following pages link to The pricing of options and corporate liabilities (Q136004):
Displaying 50 items.
- Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Spectral method for differential equations of degenerate type on unbounded domains by using generalized Laguerre functions (Q875530) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- A comparison of lattice based option pricing models on the rate of convergence (Q879530) (← links)
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Asymptotic derivation of Langevin-like equation with non-Gaussian noise and its analytical solution (Q887090) (← links)
- Specification tests of calibrated option pricing models (Q888333) (← links)
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- Potential functions and the characterization of economics-based information (Q892939) (← links)
- New fuzzy insurance pricing method for giga-investment project insurance (Q896206) (← links)
- How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (Q896747) (← links)
- 3D extreme value analysis for stock return, interest rate and speed of mean reversion (Q896795) (← links)
- Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models (Q897123) (← links)
- General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs (Q898553) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- The non-optimality of the over-the-counter options dividend protection (Q900116) (← links)
- Asymptotic proportion of arbitrage points in fractional binary markets (Q901293) (← links)
- Root operators and ``evolution'' equations (Q901438) (← links)
- Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing (Q901881) (← links)
- Numerical solutions of singularly perturbed one-dimensional parabolic convection-diffusion problems by the Bessel collocation method (Q902505) (← links)
- Laplace transform and finite difference methods for the Black-Scholes equation (Q902554) (← links)
- Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
- Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
- Mathematical analysis of different approaches for replicating portfolios (Q906588) (← links)
- On certain functionals of the maximum of Brownian motion and their applications (Q906922) (← links)
- On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- Portfolio insurance: A simulation under different market conditions (Q908642) (← links)
- Options and equilibrium (Q909557) (← links)
- An introduction to general equilibrium with incomplete asset markets (Q909560) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- On the pricing of American options (Q913622) (← links)
- Weak convergence of random growth processes with applications to insurance (Q917204) (← links)
- Non-uniqueness of option prices (Q921793) (← links)
- Fluctuations of interface statistical physics models applied to a stock market model (Q924626) (← links)
- A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
- Hedging strategy for a portfolio of options and stocks with linear programming (Q928101) (← links)
- A new approach for firm value and default probability estimation beyond Merton models (Q928142) (← links)
- A class of Gaussian hybrid processes for modeling financial markets (Q928166) (← links)
