CONDITIONAL DENSITY MODELS FOR ASSET PRICING (Q5389098): Difference between revisions

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+.4384
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+Interest rates and information geometry
@@ Property / cites work: Interest rates and information geometry / rank @@
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+INFORMATION-BASED ASSET PRICING
@@ Property / cites work: INFORMATION-BASED ASSET PRICING / rank @@
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+Local volatility dynamic models
@@ Property / cites work: Local volatility dynamic models / rank @@
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+TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION
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+Complete–market models of stochastic volatility
@@ Property / cites work: Complete–market models of stochastic volatility / rank @@
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+Q4226821
@@ Property / cites work: Q4226821 / rank @@
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+What happens after a default: the conditional density approach
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+Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity
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+AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS
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+A market model for stochastic implied volatility
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+TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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+Arbitrage-free market models for option prices: the multi-strike case
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+W3124083346
@@ Property / OpenAlex ID: W3124083346 / rank @@
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