The following pages link to (Q4842684):
Displaying 50 items.
- Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model (Q3585334) (← links)
- Approximation of Multiple Stratonovich Fractional Integrals (Q3592747) (← links)
- Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging (Q3592748) (← links)
- A discrete-time approximation for doubly reflected BSDEs (Q3625648) (← links)
- Canonical Representation for Gaussian Processes (Q3653086) (← links)
- (Q3703042) (← links)
- Malliavin calculus and related topics (Q3972688) (← links)
- (Q3975592) (← links)
- On a class of stochastic equations in hilbert spaces: solvability and smoothing properties (Q4238561) (← links)
- Hypercontractivity properties of nonsymmetric ornstein-uhlenbeck semigroups in hilbert spaces (Q4395791) (← links)
- Positivity of the density for the stochastic wave equation in two spatial dimensions (Q4405586) (← links)
- Optimal Malliavin Weighting Function for the Computation of the Greeks (Q4409036) (← links)
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes (Q4409037) (← links)
- Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038) (← links)
- Local Vega Index and Variance Reduction Methods (Q4409039) (← links)
- Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040) (← links)
- Error Calculus and Path Sensitivity in Financial Models (Q4409041) (← links)
- Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches (Q4409043) (← links)
- An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
- Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications (Q4409045) (← links)
- Analysis of Error with Malliavin Calculus: Application to Hedging (Q4409046) (← links)
- On Exponential Moments for Functionals Defined on the Loop Group (Q4432679) (← links)
- On the Estimations of Smooth Densities for Integro-differential Operators (Q4450723) (← links)
- Pointwise convergence of Boltzmann solutions for grazing collisions in a Maxwell gas via a probabilitistic interpretation (Q4452120) (← links)
- Weak approximations. A Malliavin calculus approach (Q4517515) (← links)
- Hedging lookback and partial lookback options using Malliavin calculus (Q4541589) (← links)
- Varadhan–Léandre estimates for a family of random vectors (Q4542851) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting (Q4561942) (← links)
- Stochastic analysis and random Schrödinger operators (Q4568299) (← links)
- (Q4580332) (← links)
- Controllability implies mixing. I. Convergence in the total variation metric (Q4581543) (← links)
- (Q4583455) (← links)
- Local Risk-Minimization for Barndorff-Nielsen and Shephard Models with Volatility Risk Premium (Q4604739) (← links)
- Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (Q4607058) (← links)
- Malliavin calculus in a binomial framework (Q4627094) (← links)
- EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL (Q4634643) (← links)
- A simple comparison between Skorokhod & Russo-Vallois integration for insider trading (Q4639180) (← links)
- Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces (Q4642526) (← links)
- Smart Monte Carlo: various tricks using Malliavin calculus (Q4646793) (← links)
- On a new probabilistic representation for the solution of the heat equation (Q4648581) (← links)
- (Q4725433) (← links)
- (Q4783127) (← links)
- ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES (Q4796577) (← links)
- Martingale Representation of Functionals of Lévy Processes (Q4826122) (← links)
- The Intersective ASCLT (Q4826129) (← links)
- (Q4831552) (← links)
- (Q4891959) (← links)
- The Kurzweil-Henstock theory of stochastic integration (Q4898762) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
