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.
- Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt (Q953752) (← links)
- On valuation of derivative securities: A Lie group analytical approach. (Q954574) (← links)
- Online estimation of time-varying volatility using a continuous-discrete LMS algorithm (Q955357) (← links)
- Analysis of an uncertain volatility model (Q955456) (← links)
- Fundamental solutions to Kolmogorov equations via reduction to canonical form (Q955495) (← links)
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- Computation of reservation prices of options with proportional transaction costs (Q956510) (← links)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- Pricing used products for remanufacturing (Q958082) (← links)
- A different approach for pricing Asian options (Q958901) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Default and information (Q959675) (← links)
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model (Q960349) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
- Clustering of discretely observed diffusion processes (Q962291) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- On extracting information implied in options (Q964639) (← links)
- Pricing options under stochastic volatility: a power series approach (Q964675) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
- Pricing model of interest rate swap with a bilateral default risk (Q964973) (← links)
- Research of financial early-warning model on evolutionary support vector machines based on genetic algorithms (Q965743) (← links)
- A fast Fourier transform technique for pricing American options under stochastic volatility (Q965893) (← links)
- The valuation of convertible bonds with numeraire changes (Q966534) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- A model for pricing real estate derivatives with stochastic interest rates (Q969871) (← links)
- American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
- American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
- Exponential Rosenbrock integrators for option pricing (Q970405) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications (Q973779) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- An essay on the generational effect of employment protection (Q975946) (← links)
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
- Volatility return intervals analysis of the Japanese market (Q978689) (← links)
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- Role of noise in a market model with stochastic volatility (Q978895) (← links)
- Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1]\) (Q979157) (← links)
- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
- Pricing American options using a space-time adaptive finite difference method (Q982922) (← links)
- Controllability and hedgibility of Black-Scholes equations with \(N\) stocks (Q983690) (← links)
- A Laplace transform finite difference method for the Black-Scholes equation (Q984157) (← links)
