The following pages link to (Q4650351):
Displayed 14 items.
- Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589) (← links)
- A majorization algorithm for constrained correlation matrix approximation (Q847204) (← links)
- Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
- Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478) (← links)
- Path integral Monte Carlo method for option pricing (Q2078655) (← links)
- Dynamic optimization and its relation to classical and quantum constrained systems (Q2145555) (← links)
- ``Quantum equilibrium-disequilibrium'': asset price dynamics, symmetry breaking, and defaults as dissipative instantons (Q2164525) (← links)
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- An evaluation of the integral of the product of the error function and the normal probability density with application to the bivariate normal integral (Q2862527) (← links)
- MULTIVARIATE INTEGRAL PERTURBATION TECHNIQUES I: THEORY (Q3503045) (← links)
- Option pricing under short-lived arbitrage: theory and tests (Q4555170) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
- Integration by Parts for Point Processes and Monte Carlo Estimation (Q5440650) (← links)
- Pricing exotic options in a path integral approach (Q5475311) (← links)