Pages that link to "Item:Q1883335"

The following pages link to Stochastic calculus for finance. II: Continuous-time models. (Q1883335):

Displaying 50 items.

• New conditions for the existence of Radner equilibrium with infinitely many states (Q898663) (← links)
• From compression to compressed sensing (Q905909) (← links)
• Long-term insurance products and volatility under the Solvency II framework (Q906579) (← links)
• A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786) (← links)
• \(C^{1,1}\) regularity for degenerate elliptic obstacle problems (Q907793) (← links)
• Is Brownian motion sensitive to geometry fluctuations? (Q930360) (← links)
• Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
• From discrete to continuous time evolutionary finance models (Q964562) (← links)
• Convenience yields (Q965894) (← links)
• The valuation of convertible bonds with numeraire changes (Q966534) (← links)
• Stochastic integral with respect to set-valued square integrable martingales (Q984826) (← links)
• A secret to create a complete market from an incomplete market (Q990426) (← links)
• On first passage times of a hyper-exponential jump diffusion process (Q1015316) (← links)
• The random projection method in goodness of fit for functional data (Q1020143) (← links)
• Leverage, options liabilities, and corporate bond pricing (Q1029234) (← links)
• On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
• Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
• Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
• Entropy measure of credit risk in highly correlated markets (Q1620628) (← links)
• Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900) (← links)
• Set-valued Brownian motion (Q1623018) (← links)
• Optimal hedging of basket barrier options with additive models and its application to equity value separation problem (Q1627805) (← links)
• On the effect of Bank of Japan's outright purchase on the JGB yield curve (Q1627831) (← links)
• The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
• When \(q\) theory meets large losses risks and agency conflicts (Q1650711) (← links)
• Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
• Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) (← links)
• The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
• The role of the risk-neutral jump size distribution in single-factor interest rate models (Q1668933) (← links)
• A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
• Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles (Q1678729) (← links)
• Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600) (← links)
• Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
• The vanishing viscosity limit for a system of H-J equations related to a debt management problem (Q1713262) (← links)
• Pricing spread options with stochastic interest rates (Q1719038) (← links)
• The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
• The analysis of corporate bond valuation under an infinite dimensional compound Poisson framework (Q1723751) (← links)
• Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
• On the distribution of extended CIR model (Q1726700) (← links)
• Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes (Q1726915) (← links)
• Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
• A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives (Q1733474) (← links)
• A further study of the choice between two hedging strategies -- the continuous case (Q1739336) (← links)
• Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures (Q1749526) (← links)
• Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
• Buy now and price later: supply contracts with time-consistent mean-variance financial hedging (Q1754354) (← links)
• Solution of nonlinear stochastic equations with a generator of a semigroup discontinuous at zero (Q1759182) (← links)
• Path integral pricing of wasabi option in the Black-Scholes model (Q1783050) (← links)