The following pages link to (Q4794153):
Displaying 50 items.
- A bidimensional approach to mortality risk (Q882489) (← links)
- Survival and stationary distribution analysis of a stochastic competitive model of three species in a polluted environment (Q887132) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity (Q926235) (← links)
- A class of Gaussian hybrid processes for modeling financial markets (Q928166) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Stochastic optimal control of DC pension funds (Q931216) (← links)
- An optimal insurance strategy for an individual under an intertemporal equilibrium (Q939360) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Effects of uncertainty aversion on the call option market (Q944232) (← links)
- Understanding saving and portfolio choices with predictable changes in assets returns (Q949649) (← links)
- Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
- Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling (Q957312) (← links)
- Predictability and habit persistence (Q959671) (← links)
- Convenience yields (Q965894) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- How much stock return predictability can we expect from an asset pricing model? (Q988662) (← links)
- Callable risky perpetual debt with protection period (Q992618) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- Large deviations for heavy-tailed factor models (Q1003783) (← links)
- Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
- A software architecture framework for on-line option pricing (Q1009366) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- Optimal liquidation strategies and their implications (Q1017047) (← links)
- An evolutionary game theory explanation of ARCH effects (Q1027364) (← links)
- A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
- The cross-section of average delta-hedge option returns under stochastic volatility (Q1029238) (← links)
- Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
- The smirk in the S\&P500 futures options prices: a linearized factor analysis (Q1039662) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- Separability of stochastic production decisions from producer risk preferences in the presence of financial markets (Q1045981) (← links)
- A Bayesian approach to the empirical valuation of bond options (Q1126472) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
- Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
- Products of trees for investment analysis (Q1274217) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- On the diversity of equity markets (Q1300422) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Semimartingale integral representation (Q1356375) (← links)
- A variational approach for pricing options and corporate bounds (Q1367716) (← links)
