The following pages link to (Q4226821):
Displaying 29 items.
- Hybrid Monte Carlo methods in credit risk management (Q487525) (← links)
- A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- State price density estimation via nonparametric mixtures (Q985015) (← links)
- Valuation of cash flows under random rates of interest: a linear algebraic approach (Q997086) (← links)
- Applications to risk theory of a Monte Carlo multiple integration method. (Q1276460) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration (Q1599199) (← links)
- A master equation approach to option pricing (Q1855544) (← links)
- Exact pricing with stochastic volatility and jumps (Q2786345) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- The joint distribution of stock returns is not elliptical (Q2892977) (← links)
- FORWARD AND FUTURE IMPLIED VOLATILITY (Q3006611) (← links)
- TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION (Q3086258) (← links)
- PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION (Q3094328) (← links)
- GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS (Q3168856) (← links)
- A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL (Q3379411) (← links)
- ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980) (← links)
- FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q3520339) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL (Q3580186) (← links)
- A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE (Q3606399) (← links)
- A NOTE ON THE RISK-PREMIUM PROCESS IN AN EQUILIBRIUM (Q3606400) (← links)
- COMPUTATION OF LOCAL VOLATILITIES FROM REGULARIZED DUPIRE EQUATIONS (Q4675934) (← links)
- THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS (Q4675937) (← links)
- On the Uniqueness of Martingales with Certain Prescribed Marginals (Q5299578) (← links)
- IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399) (← links)
- CONDITIONAL DENSITY MODELS FOR ASSET PRICING (Q5389098) (← links)
- A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS (Q5411745) (← links)
