Pages that link to "Item:Q701968"

The following pages link to An asymptotic expansion scheme for optimal investment problems (Q701968):

Displaying 31 items.

• On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
• Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
• Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
• A factor allocation approach to optimal bond portfolio (Q841841) (← links)
• A new computational scheme for computing Greeks by the asymptotic expansion approach (Q853863) (← links)
• Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
• Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment (Q1101323) (← links)
• An expansion in the model space in the context of utility maximization (Q1709603) (← links)
• Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
• On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
• Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
• Pricing discrete barrier options under stochastic volatility (Q1929151) (← links)
• Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) (← links)
• Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
• Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
• An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• Note on an extension of an asymptotic expansion scheme (Q2853382) (← links)
• Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication (Q2871408) (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
• ANALYTICAL APPROXIMATION FOR NON-LINEAR FBSDEs WITH PERTURBATION SCHEME (Q3166711) (← links)
• On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
• (Q3464381) (← links)
• FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (Q4649507) (← links)
• Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
• Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise (Q6176166) (← links)
• Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)