The following pages link to Mathematics of financial markets (Q1264184):
Displaying 50 items.
- Probabilistic aspects of finance (Q373529) (← links)
- Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)
- Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Financial mathematics. The evaluation of derivatives. (Q444621) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- Mathematics of financial markets. (Q703590) (← links)
- Mathematical methods for financial markets. (Q819974) (← links)
- A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty (Q853433) (← links)
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- Robust parameter estimation for asset price models with Markov modulated volatilities (Q951363) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- A discrete-time model of American put option in an uncertain environment. (Q1406962) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- Modeling of applied problems by stochastic systems and their analysis using the moment equations (Q1648688) (← links)
- Real options approach for fashionable and perishable products using stock loan with regime switching (Q1699173) (← links)
- A measure-theoretic approach to completeness of financial markets (Q1771302) (← links)
- Financial markets in continuous time. Translated from the French by Anna Kennedy (Q1852969) (← links)
- Financial market dynamics (Q1859767) (← links)
- The valuation of European options in uncertain environment (Q1869451) (← links)
- Stochastic calculus for finance. II: Continuous-time models. (Q1883335) (← links)
- Risk-neutral valuation. Pricing and hedging of financial derivatives. (Q1883337) (← links)
- Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- On the primal-dual algorithm for callable bermudan options (Q2393163) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
- Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
- Fuzzy semi-Markov migration process in credit risk (Q2445431) (← links)
- Cutting the hedge (Q2642583) (← links)
- Continuous stochastic calculus with applications to finance (Q2713276) (← links)
- Applications to mathematical finance (Q2760175) (← links)
- (Q2762115) (← links)
- Quantitative analysis in financial markets. Collected papers of the New York University Mathematical Finance Seminar. Vol. 3 (Q2781939) (← links)
- Asset Pricing, Financial Markets, and Linear Algebra (Q2858959) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
- CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
- STOCK MARKETS AND THE OPERATOR NUMBER REPRESENTATION (Q3400841) (← links)
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
- (Q3518800) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
- A PDE approach to risk measures of derivatives (Q4541597) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140) (← links)
- Perpetual American Put Option: an Error Estimator for Non-Standard Finite Difference Scheme (Q5049834) (← links)
- Portfolio Theory and Arbitrage (Q5073834) (← links)
