Pages that link to "Item:Q4823185"
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The following pages link to Financial Derivatives in Theory and Practice (Q4823185):
Displayed 37 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- Taming animal spirits: risk management with behavioural factors (Q470654) (← links)
- Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions (Q482805) (← links)
- Geometric arbitrage theory and market dynamics (Q888763) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- Stochastic orders to approach investments in condor financial derivatives (Q1708364) (← links)
- Small-noise limit of the quasi-Gaussian log-normal HJM model (Q1727938) (← links)
- The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes (Q1729811) (← links)
- New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models (Q1782903) (← links)
- Unifying exotic option closed formulas (Q1937834) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (Q2132786) (← links)
- Interest rate term structure modelling (Q2275618) (← links)
- Model-free stochastic collocation for an arbitrage-free implied volatility. I. (Q2292062) (← links)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- THE AFFINE LIBOR MODELS (Q2851558) (← links)
- IMPLICATIONS FOR HEDGING OF THE CHOICE OF DRIVING PROCESS FOR ONE-FACTOR MARKOV-FUNCTIONAL MODELS (Q2853380) (← links)
- CONSTANT MATURITY TREASURY CONVEXITY CORRECTION (Q2939922) (← links)
- A hybrid Markov-Functional model with simultaneous calibration to the interest rate and FX smile (Q3005819) (← links)
- DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- Real-World Forward Rate Dynamics With Affine Realizations (Q3448331) (← links)
- PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL (Q3560078) (← links)
- Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk (Q3577152) (← links)
- LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (Q4565077) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- CMS, CMS SPREADS AND SIMILAR OPTIONS IN THE MULTI-FACTOR HJM FRAMEWORK (Q4902544) (← links)
- Rational multi-curve models with counterparty-risk valuation adjustments (Q5001175) (← links)
- Theory of Cryptocurrency Interest Rates (Q5112534) (← links)
- Rational Models for Inflation-Linked Derivatives (Q5144182) (← links)
- COHERENT CHAOS INTEREST-RATE MODELS (Q5256833) (← links)
- Nonequilibrium geometric no-arbitrage principle and asset pricing theorem (Q6045929) (← links)
- The Black–Scholes equation in the presence of arbitrage (Q6158381) (← links)
- Some notes about inference for the lognormal diffusion process with exogenous factors (Q6161972) (← links)
- Decomposing LIBOR in transition: evidence from the futures markets (Q6166217) (← links)
- A non-equilibrium geometric no-arbitrage principle (Q6172236) (← links)