The following pages link to (Q4220653):
Displayed 50 items.
- Optimal harvesting when the exchange rate is a semimartingale (Q413921) (← links)
- Gaussian mixture modelling to detect random walks in capital markets (Q597510) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Option pricing for log-symmetric distributions of returns (Q835680) (← links)
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
- Power variation of some integral fractional processes (Q850768) (← links)
- From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
- Call completeness implies completeness in the \(n\)-period model of a financial market (Q854278) (← links)
- A scalarization technique for computing the power and exponential moments of Gaussian random matrices (Q871347) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Quantum model for the price dynamics: The problem of smoothness of trajectories (Q933495) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Some explicit Krein representations of certain subordinators, including the gamma process (Q998128) (← links)
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051) (← links)
- Quantum probability and financial market (Q1010115) (← links)
- Computing option price for Lévy process with fuzzy parameters (Q1044156) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- New intermittencies in the chaotic synchronization of two coupled 1D arrays of phase oscillators (Q1607372) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- The disorder problem for compound Poisson processes with exponential jumps (Q1774227) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Markovian term structure models in discrete time (Q1872398) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- Sharp bounds for \(L\)-statistics from dependent samples of random length (Q1888830) (← links)
- Smoothness of densities for area-like processes of fractional Brownian motion (Q1939560) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories (Q2426167) (← links)
- Quantum randomness as a result of random fluctuations at the Planck time scale? (Q2426176) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)