Pages that link to "Item:Q4842819"
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The following pages link to Changes of numéraire, changes of probability measure and option pricing (Q4842819):
Displaying 50 items.
- Affine stochastic mortality (Q2507942) (← links)
- The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
- A generalization of exotic options pricing formulae (Q2508200) (← links)
- A quantum mechanics for interest rate derivatives markets (Q2675519) (← links)
- Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318) (← links)
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
- Strong bubbles and strict local martingales (Q2814669) (← links)
- The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives (Q2866378) (← links)
- Real options with a double continuation region (Q2873019) (← links)
- Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis (Q2873543) (← links)
- Forward-neutral valuation relationships for options on zero coupon bonds (Q2873549) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- Term structure movements implicit in Asian option prices (Q2893078) (← links)
- Analytical formulas for a local volatility model with stochastic rates (Q2893202) (← links)
- Pricing swaptions under multifactor Gaussian HJM models (Q2927950) (← links)
- ON THE SHAPE OF RISK AVERSION AND ASSET ALLOCATION (Q2939926) (← links)
- COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
- ON CASH SETTLED IRR-SWAPTIONS AND MARKOV FUNCTIONAL MODELING (Q2976127) (← links)
- Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
- Pricing multivariate options under stochastic volatility lévy processes (Q3020617) (← links)
- PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL (Q3022081) (← links)
- Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy (Q3088978) (← links)
- Option pricing formulas under a change of numèraire (Q3298110) (← links)
- A probabilistic approach for valuing exchange option with default risk (Q3388383) (← links)
- Pricing measures, forward measures and semigroups (Q3404098) (← links)
- LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING (Q3523559) (← links)
- SIMULATED SWAPTION DELTA–HEDGING IN THE LOGNORMAL FORWARD LIBOR MODEL (Q3523595) (← links)
- IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS (Q3560085) (← links)
- Hydropower with Financial Information* (Q3617307) (← links)
- The pricing of Asian options under stochastic interest rates (Q4342180) (← links)
- Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181) (← links)
- MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302) (← links)
- A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach (Q4449553) (← links)
- A systematic approach to pricing and hedging international derivatives with interest rate risk: analysis of international derivatives under stochastic interest rates (Q4541534) (← links)
- A framework for valuing corporate securities (Q4541560) (← links)
- Models of forward Libor and swap rates (Q4541568) (← links)
- Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583) (← links)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
- Estimating discrete dividends by no-arbitrage (Q4555077) (← links)
- Pricing options on mean reverting underliers (Q4555092) (← links)
- A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998) (← links)
- Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)
- Pricing Asian options in a semimartingale model (Q4610222) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- Vol-Bond: an analytical solution (Q4647270) (← links)
- On the martingale property of stochastic exponentials (Q4667990) (← links)
- AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (Q4675930) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
- CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)
