The following pages link to (Q4794152):
Displaying 50 items.
- CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION (Q3400133) (← links)
- Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074) (← links)
- Nonparametric Methods in Continuous Time Model Specification (Q3432679) (← links)
- A Delayed Black and Scholes Formula (Q3444689) (← links)
- A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND (Q3503126) (← links)
- AN ANALYTICAL APPROACH TO MERTON'S RATIONAL OPTION PRICING THEORY (Q3521629) (← links)
- Nonlinear continuous time modeling approaches in panel research (Q3525702) (← links)
- RISK-SEEKING VERSUS RISK-AVOIDING INVESTMENTS IN NOISY PERIODIC ENVIRONMENTS (Q3534068) (← links)
- Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097) (← links)
- AN OPTIMAL MARKET ENTRY/EXIT EVALUATION MODEL WITH PARTIAL FINANCING FUNDS (Q3566772) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)
- Time reversal invariance in finance (Q3645195) (← links)
- OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
- MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS (Q4226866) (← links)
- Continuous panel models with time dependent parameters (Q4229254) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (Q4372002) (← links)
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
- A framework for valuing corporate securities (Q4541560) (← links)
- Towards the determination of utility preference from optimal portfolio selections (Q4541599) (← links)
- Instantaneous portfolio theory (Q4554500) (← links)
- Solvency Analysis of Defined Benefit Pension Schemes (Q4561908) (← links)
- Optimal Investment with Bounded VaR for Power Utility Functions (Q4561929) (← links)
- Yield Curve Smoothing and Residual Variance of Fixed Income Positions (Q4561934) (← links)
- BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION (Q4561980) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- Perpetual American options with fractional Brownian motion (Q4610216) (← links)
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239) (← links)
- Using the Kelly Criterion for Investing (Q4613808) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Trend-following hedge funds and multi-period asset allocation (Q4646797) (← links)
- Sparse Matrix Graphical Models (Q4648565) (← links)
- INVENTORY HEDGING AND OPTION MARKET MAKING (Q4662049) (← links)
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
- Nonconvergence in the Variation of the Hedging Strategy of a European Call Option (Q4825511) (← links)
- On consumption/investment problems with long-term time-average utilities (Q4950735) (← links)
- Dividend derivatives (Q4957231) (← links)
- SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series (Q4986658) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- Robust Portfolio Choice with Sticky Wages (Q5097225) (← links)
- Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- On Optimal Retirement (Q5169728) (← links)
- NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS (Q5208913) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- (Q5230874) (← links)
- Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market (Q5245903) (← links)
- Liberating the Dimension for Function Approximation and Integration (Q5326106) (← links)
