Pages that link to "Item:Q1040902"
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The following pages link to Pricing of derivatives on mean-reverting assets (Q1040902):
Displaying 15 items.
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility (Q902968) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- Derivative pricing based on local utility maximization (Q1848534) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions (Q2272330) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup> (Q4345924) (← links)
- (Q4425151) (← links)
- Pricing collateralized derivatives with an arbitrary numeraire (Q5109974) (← links)
- Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
- Pricing financial derivatives by a minimizing method (Q5392216) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)