Pages that link to "Item:Q1883335"
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The following pages link to Stochastic calculus for finance. II: Continuous-time models. (Q1883335):
Displaying 19 items.
- An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199) (← links)
- Bayesian uncertainty quantification of local volatility model (Q6108893) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- A new options pricing method: semi-stochastic kernel regression method with constraints (Q6117127) (← links)
- A game-theoretic perspective to study a nonlinear stochastic parabolic model of population competition (Q6132755) (← links)
- Connections between the extreme points for Vandermonde determinants and minimizing risk measure in financial mathematics (Q6153232) (← links)
- Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
- Decentralized Governance of Stablecoins with Closed Form Valuation (Q6154564) (← links)
- A free boundary problem for a flexible loan based on the borrower asset (Q6156563) (← links)
- Asset bubbles, entrepreneurial risks, and economic growth (Q6166482) (← links)
- How damaging are environmental policy targets in terms of welfare? (Q6168617) (← links)
- A non-stochastic control with admissible probabilities for SDDEs, application to linear reactors (Q6173503) (← links)
- Mean-reverting schemes for solving the CIR model (Q6175251) (← links)
- The influence of financial practice in developing mathematical probability. Submitted for a special edition of \textit{Synthese}, ``Enabling mathematical cultures'' (Q6182765) (← links)
- Equations related to stochastic processes: semigroup approach and Fourier transform (Q6186374) (← links)
- Research on investment incorporating both environmental performance and long (short) term financial performance of firms (Q6191327) (← links)
- A spatial measure-valued model for radiation-induced DNA damage kinetics and repair under protracted irradiation condition (Q6198018) (← links)
- Statistical arbitrage: factor investing approach (Q6201542) (← links)