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.
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Private information and the `Information function': A survey of possible uses (Q928753) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Jump diffusion model with application to the Japanese stock market (Q929689) (← links)
- Valuation of life insurance surrender and exchange options (Q931172) (← links)
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
- Bounds for Asian basket options (Q932705) (← links)
- Computational exploration of the biological basis of Black-Scholes expected utility function (Q933867) (← links)
- Fascination financial mathematics: problems, methods and principles (Q934743) (← links)
- The demand for information: More heat than light (Q936629) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- Installment options close to expiry (Q937477) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Debt policy, corporate taxes, and discount rates (Q938064) (← links)
- Pension fund investments and the valuation of liabilities under conditional indexation (Q939321) (← links)
- Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363) (← links)
- Path dependent volatility (Q940996) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Optimal investment in a defaultable bond (Q941018) (← links)
- Exponential time integration and Chebychev discretisation schemes for fast pricing of options (Q941609) (← links)
- Determinants of S\&P 500 index option returns (Q941727) (← links)
- Relationship between a non-Markovian process and Fokker-Planck equation (Q942571) (← links)
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- Modeling and simulation of an artificial stock option market (Q943963) (← links)
- Variational inequalities applied to option market problem (Q945263) (← links)
- Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
- The method of fundamental solutions for solving options pricing models (Q945379) (← links)
- Conservation law of strike price and inversion of the Black-Scholes formula (Q946558) (← links)
- Convergence analysis of a monotonic penalty method for American option pricing (Q950483) (← links)
- Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (Q951341) (← links)
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- A boundary crossing model of counterparty risk (Q951388) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- Option valuation with co-integrated asset prices (Q951492) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- The American put under transactions costs (Q951505) (← links)
- Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
- Improved radial basis function methods for multi-dimensional option pricing (Q952081) (← links)
- Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091) (← links)
- Adaptive \(\theta \)-methods for pricing American options (Q952094) (← links)
- Efficient solution of a partial integro-differential equation in finance (Q952815) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- The compound option approach to American options on jump-diffusions (Q953702) (← links)
- Evaluation of American strangles (Q953735) (← links)
