The following pages link to A minimal financial market model (Q2741121):
Displaying 19 items.
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
- Alternative defaultable term structure models (Q841849) (← links)
- Invariance properties of a general bond-pricing equation (Q925045) (← links)
- A structure for general and specific market risk (Q1424643) (← links)
- Symmetry group methods for fundamental solutions (Q1765193) (← links)
- A small model of market behavior (Q1778650) (← links)
- Hedging for the long run (Q1938979) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- The minimal model of financial complexity (Q2866368) (← links)
- (Q4464587) (← links)
- Pricing of index options under a minimal market model with log-normal scaling (Q4647289) (← links)
- LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
- A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
- Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model (Q5460680) (← links)
