The following pages link to (Q4002884):
Displayed 30 items.
- On weak approximations of CIR equation with high volatility (Q2270458) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods (Q2292056) (← links)
- Nonlinear analysis of return time series model by oriented percolation dynamic system (Q2318889) (← links)
- Fuzzy set-valued Gaussian processes and Brownian motions (Q2372223) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics (Q2410080) (← links)
- Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- CVA in fractional and rough volatility models (Q2700343) (← links)
- On the discretization schemes for the CIR (and Bessel squared) processes (Q3367271) (← links)
- Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems (Q4591654) (← links)
- Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system (Q4591760) (← links)
- Weighted least-squares estimation for the subcritical Heston process (Q4684958) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
- Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model (Q5093691) (← links)
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
- Universal excursion and bridge shapes in ABBM/CIR/Bessel processes (Q5152588) (← links)
- Optimization of the richardson integration over fluctuations of its step sizes (Q5203813) (← links)
- Nonlinear scaling analysis approach of agent-based Potts financial dynamical model (Q5347032) (← links)
- A Feynman-Kac type formula for a fixed delay CIR model (Q5378408) (← links)
- FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
- On the Ayed-Kuo stochastic integration for anticipating integrands (Q6049524) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)
- Fundamental solutions and conservation laws for conformable time fractional partial differential equation (Q6073136) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- Stochastic modeling for describing crystallization droplets in water emulsion (Q6171651) (← links)