The following pages link to (Q3549931):
Displaying 49 items.
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Sampling and cubature on sparse grids based on a B-spline quasi-interpolation (Q515985) (← links)
- Generation-by-generation dissection of the response function in long memory epidemic processes (Q614591) (← links)
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- New explicit-in-dimension estimates for the cardinality of high-dimensional hyperbolic crosses and approximation of functions having mixed smoothness (Q895989) (← links)
- Asset prices and wealth dynamics in a financial market with random demand shocks (Q1624119) (← links)
- Malliavin differentiability of indicator functions on canonical Lévy spaces (Q1640949) (← links)
- Empirical scaling laws and the aggregation of non-stationary data (Q1673262) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- B-spline quasi-interpolation sampling representation and sampling recovery in Sobolev spaces of mixed smoothness (Q1696181) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- Some properties of the one-dimensional subordinated stable model (Q1726847) (← links)
- Final-offer arbitration with uncertainty averse parties (Q1753307) (← links)
- Adaptive interpolation algorithm on sparse meshes for numerical integration of systems of ordinary differential equations with interval uncertainties (Q2047654) (← links)
- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process (Q2139685) (← links)
- American perpetual options with random start (Q2211060) (← links)
- Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
- A new class of survival distribution for degradation processes subject to shocks (Q2325274) (← links)
- Banach geometry of financial market models (Q2399521) (← links)
- Optimal market dealing under constraints (Q2401520) (← links)
- A mathematical model for value estimation with public information and herding (Q2438141) (← links)
- Credit risk and incomplete information: filtering and EM parameter estimation (Q2786032) (← links)
- General smile asymptotics with bounded maturity (Q2832614) (← links)
- Resilient price impact of trading and the cost of illiquidity (Q2862513) (← links)
- FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES (Q2986668) (← links)
- FORWARD AND FUTURE IMPLIED VOLATILITY (Q3006611) (← links)
- Characterising model dynamics using sparse grid interpolation: Parameter estimation of cholera (Q3300959) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS (Q3465605) (← links)
- Price impact and bursts in liquidity provision (Q4554485) (← links)
- Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results (Q4561946) (← links)
- ARBITRAGE PRICING THEORY IN ERGODIC MARKETS (Q4584704) (← links)
- Market impact with multi-timescale liquidity (Q4619521) (← links)
- Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
- HOW LONG CAN YOU ENJOY BLACKJACK WITH 100 CHIPS? (Q4911519) (← links)
- Agent-based modelling in directional-change intrinsic time (Q4991034) (← links)
- Non-parametric Pricing and Hedging of Exotic Derivatives (Q4994678) (← links)
- Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
- Filtering Response Directions (Q5162853) (← links)
- INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (Q5483444) (← links)
- Utility Maximization When Shorting American Options (Q5853611) (← links)
- A derivation of the Black-Litterman formula and its symmetry property (Q6047404) (← links)
- The Alpha‐Heston stochastic volatility model (Q6054369) (← links)
- Option pricing models without probability: a rough paths approach (Q6054388) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
