Pages that link to "Item:Q1773351"
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The following pages link to Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351):
Displaying 16 items.
- Interest rates risk-premium and shape of the yield curve (Q316908) (← links)
- Interest rate risk premium and equity valuation (Q601065) (← links)
- Fast finite difference solvers for singular solutions of the elliptic Monge-Ampère equation (Q617484) (← links)
- Neutral and indifference pricing with stochastic correlation and volatility (Q1716937) (← links)
- Solving the 2-D elliptic Monge-Ampère equation by a Kansa's method (Q2013026) (← links)
- A recovery-based linear \(C^0\) finite element method for a fourth-order singularly perturbed Monge-Ampère equation (Q2026105) (← links)
- Stochastic asset flow equations: interdependence of trend and volatility (Q2069088) (← links)
- A dynamical systems approach to cryptocurrency stability (Q2127813) (← links)
- Derivation of non-classical stochastic price dynamics equations (Q2142299) (← links)
- Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation (Q2158944) (← links)
- Asset price volatility and price extrema (Q2175688) (← links)
- Solving Monge-Ampère equation in 2D and 3D by generalized finite difference method (Q2223962) (← links)
- Cascadic meshfree method for the elliptic Monge-Ampère equation (Q2451038) (← links)
- Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems (Q2461282) (← links)
- Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
- An iterative meshfree method for the elliptic monge–ampère equation in 2D (Q5175793) (← links)
