The following pages link to (Q4220653):
Displayed 25 items.
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Price operators analysis in \(L_p\)-spaces (Q2492715) (← links)
- The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
- A volatility-varying and jump-diffusion Merton type model of interest rate risk (Q2507948) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Brittle power: On Roman Emperors and exponential lengths of rule (Q2643034) (← links)
- Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets (Q2837760) (← links)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
- Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- An optimal sequential procedure for a buying-selling problem with independent observations (Q3410926) (← links)
- Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
- Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (Q3566398) (← links)
- (Q3604327) (← links)
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
- Power variation and stochastic volatility: a review and some new results (Q4822456) (← links)
- Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (Q5255339) (← links)
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
- The generalized perpetual American exchange-option problem (Q5387083) (← links)
- A fuzzy approach to option pricing in a Levy process setting (Q5396437) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)
- On the implicit Black–Scholes formula (Q5451162) (← links)
- The equivalent martingale measure conditions in a general model for interest rates (Q5694151) (← links)
- Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals (Q5745545) (← links)