Pages that link to "Item:Q2703107"
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The following pages link to International Journal of Theoretical and Applied Finance (Q2703107):
Displaying 50 items.
- Semilattices, canonical embeddings and representing measures (Q777918) (← links)
- Minimum-relative-entropy calibration of asset-pricing models (Q2703108) (← links)
- Optimal strategies for prudent investors (Q2703109) (← links)
- A simple model for option pricing with jumping stochastic volatility (Q2703110) (← links)
- A general framework for hedging and speculating with options (Q2703111) (← links)
- Pricing multi-asset options with an external barrier (Q2703112) (← links)
- Completeness of bond market driven by Lévy process (Q2786029) (← links)
- Pricing and hedging barrier options in a hyper-exponential additive model (Q2786031) (← links)
- Credit risk and incomplete information: filtering and EM parameter estimation (Q2786032) (← links)
- Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier (Q2786033) (← links)
- Valuing callable and putable revenue-performance-linked project backed securities (Q2786035) (← links)
- Computation of volatility in stochastic volatility models with high frequency data (Q2786036) (← links)
- Mean variance hedging in a general jump market (Q2786037) (← links)
- An analysis of the supply curve for liquidity risk through book data (Q2786341) (← links)
- Fast and accurate pricing and hedging of long-dated CMS spread options (Q2786342) (← links)
- When are swing options bang-bang? (Q2786344) (← links)
- Exact pricing with stochastic volatility and jumps (Q2786345) (← links)
- On the consumption/distribution theorem under the long-run growth criterion subject to a drawdown constraint (Q2786346) (← links)
- On the impact of hidden trends for a compound Poisson model with Pareto-type claims (Q2786347) (← links)
- Notes on exact and semi-exact Lévy models for the valuation of CDOs (Q2786348) (← links)
- Capital structure and tax convexity when the maturity of debt is finite (Q2797870) (← links)
- Pricing and hedging of energy spread options and volatility modulated Volterra processes (Q2797872) (← links)
- Shrinkage estimation of mean-variance portfolio (Q2797873) (← links)
- Optimal execution cost for liquidation through a limit order market (Q2797874) (← links)
- The evaluation of multiple year gas sales agreement with regime switching (Q2797875) (← links)
- Pricing and valuation under the real-world measure (Q2797876) (← links)
- Bubbles and multiple-factor asset pricing models (Q2797877) (← links)
- Numerical analysis on local risk-minimization for exponential Lévy models (Q2800048) (← links)
- Worst-case portfolio optimization in a market with bubbles (Q2800049) (← links)
- Institutional investors and the dependence structure of asset returns (Q2800050) (← links)
- Recursive algorithms for pricing discrete variance options and volatility swaps under time-changed Lévy processes (Q2800053) (← links)
- A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)
- On robustness of the Black-Scholes partial differential equation model (Q2800055) (← links)
- Generalized BN-S stochastic volatility model for option pricing (Q2800056) (← links)
- Trajectory-based models, arbitrage and continuity (Q2806359) (← links)
- A comparative study of monotone quantile regression methods for financial returns (Q2806360) (← links)
- Approximations of bond and swaption prices in a Black-Karasiński model (Q2806362) (← links)
- Learning and portfolio decisions for CRRA investors (Q2806365) (← links)
- Conic portfolio theory (Q2806366) (← links)
- The valuation of options on foreign exchange rate in a target zone (Q2806367) (← links)
- Fixing risk neutral risk measures (Q2806368) (← links)
- Riding with the four horsemen and the multivariate normal tempered stable model (Q2814666) (← links)
- High-dimensional portfolio optimization with transaction costs (Q2814667) (← links)
- Algorithmic trading with learning (Q2814668) (← links)
- Strong bubbles and strict local martingales (Q2814669) (← links)
- Profitability of a simple pairs trading strategy: recent evidences from a global context (Q2814671) (← links)
- Optimal control of an energy storage facility under a changing economic environment and partial information (Q2814673) (← links)
- Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing (Q2814674) (← links)
- Liquidity risk and instabilities in portfolio optimization (Q2816955) (← links)
- Double cascade model of financial crises (Q2816958) (← links)
