The following pages link to Mathematical Finance (Q140029):
Displaying 50 items.
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q140031) (← links)
- Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings (Q160231) (← links)
- Equilibrium with default and endogenous collateral. (Q2707133) (← links)
- On the pricing of contingent claims with frictions. (Q2707136) (← links)
- Mean-variance hedging for stochastic volatility models (Q2707137) (← links)
- Multiple ratings model of defaultable term structure. (Q2707138) (← links)
- Classical and impulse stochastic control of the exchange rate using interest rates and reserves. (Q2707139) (← links)
- Pricing American options fitting the smile. (Q2707141) (← links)
- On models of default risk. (Q2707142) (← links)
- Risk-sensitive control and an optimal investment model. (Q2707143) (← links)
- Risk minimization with incomplete information in a model for high-frequency data (Q2707144) (← links)
- Value preserving strategies and a general framework for local approaches to optimal portfolios. (Q2707145) (← links)
- Multidimensional variance-optimal hedging in discrete-time model -- a general approach (Q2707147) (← links)
- Pricing via utility maximization and entropy. (Q2707148) (← links)
- A stochastic control approach to risk management under restricted information. (Q2707150) (← links)
- Portfolio optimization and martingale measures (Q2707151) (← links)
- Option pricing in discrete-time incomplete market models (Q2707152) (← links)
- On level curves of value functions in optimization models of expected utility. (Q2707154) (← links)
- Louis Bachelier on the centenary of ``Théorie de la spéculation'' (Q2707155) (← links)
- A martingale characterization of consumption choices and hedging costs with margin requirements (Q2707156) (← links)
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation (Q2707157) (← links)
- Laguerre series for Asian and other options (Q2707158) (← links)
- Generic existence and robust nonexistence of numéraires in finite-dimensional securities markets. (Q2707159) (← links)
- A fundamental theorem of asset pricing for large financial markets. (Q2707160) (← links)
- On the existence of linear equilibria in models of market making (Q2707161) (← links)
- Randomized stopping times and American option pricing with transaction costs (Q2707162) (← links)
- Time changes for Lévy processes (Q2707163) (← links)
- Analytical valuation of American options on jump-diffusion processes. (Q2707165) (← links)
- The asymptotic expansion approach to the valuation of interest rate contingent claims (Q2707166) (← links)
- A continuity correction for discrete barrier options (Q2707182) (← links)
- Market volatility and feedback effects from dynamic hedging (Q2707184) (← links)
- Market participation and share prices. (Q2707185) (← links)
- Contingent claims and market completeness in a stochastic volatility model. (Q2707187) (← links)
- Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods (Q2707188) (← links)
- Mean-variance hedging and numéraire (Q2707189) (← links)
- Double lookbacks (Q2707192) (← links)
- A discrete-time intertemporal asset pricing model: GE approach with recursive utility (Q2707193) (← links)
- Long memory in continuous-time stochastic volatility models (Q2707194) (← links)
- Applications of eigenfunction expansions in continuous-time finance (Q2707196) (← links)
- When does convergence of asset price processes imply convergence of option prices? (Q2707197) (← links)
- Currency prices, the nominal exchange rate, and security prices in a two-country dynamic monetary equilibrium (Q2757292) (← links)
- Term structure models driven by general Lévy processes (Q2757293) (← links)
- Step options. (Q2757294) (← links)
- Bounds on European option prices under stochastic volatility (Q2757296) (← links)
- Asymptotically optimal importance sampling and stratification for pricing path-dependent options (Q2757298) (← links)
- Controlling risk exposure and dividends payout schemes: Insurance company example (Q2757299) (← links)
- Generalized hyperbolic diffusion processes with applications in finance (Q2757300) (← links)
- Coherent measures of risk (Q2757301) (← links)
- Pricing American stock options by linear programming (Q2757302) (← links)
- The second fundamental theorem of asset pricing (Q2757303) (← links)
