Pages that link to "Item:Q5289914"
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The following pages link to FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS (Q5289914):
Displaying 36 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- Boundary conditions for the single-factor term structure equation (Q627249) (← links)
- Gamma-type operators and the Black-Scholes semigroup (Q630489) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- Analysis of fractals, image compression, entropy encoding, Karhunen-Loève transforms (Q844260) (← links)
- Improved radial basis function methods for multi-dimensional option pricing (Q952081) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- On optimal arbitrage (Q990375) (← links)
- Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation (Q2040097) (← links)
- Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning (Q2157396) (← links)
- Particle methods for PDEs arising in financial modeling (Q2343601) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
- ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
- The Black-Scholes Equation and Certain Quantum Hamiltonians (Q3005411) (← links)
- Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
- (Q3429143) (← links)
- Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338) (← links)
- Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation (Q3652693) (← links)
- Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
- PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS (Q4916242) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM (Q5175223) (← links)
- MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES (Q5487834) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- Pricing American put option using RBF-NN: new simulation of Black-Scholes (Q6491266) (← links)
- Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure (Q6545928) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
