The following pages link to (Q3974816):
Displayed 50 items.
- Asymptotic option price with bounded expected loss (Q2510032) (← links)
- Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
- Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
- A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- Shot-noise processes and the minimal martingale measure (Q2643045) (← links)
- The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) (← links)
- Option pricing with regime switching by trinomial tree method (Q2654191) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield (Q2701101) (← links)
- Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
- Information on jump sizes and hedging (Q2811114) (← links)
- BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
- A system of non-local parabolic PDE and application to option pricing (Q2821911) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Minimal martingale measure on a finite probability space (Q2849242) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
- Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II (Q3114550) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)
- A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (Q3655551) (← links)
- Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
- An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models (Q4561928) (← links)
- GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (Q4563781) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
- Pricing Asian options in a semimartingale model (Q4610222) (← links)
- Performance of utility-based strategies for hedging basis risk (Q4610231) (← links)
- INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← links)
- A variance reduction technique based on integral representations (Q4646798) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
- Minimal martingale measures for jump diffusion processes (Q4819453) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885236) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885245) (← links)
- On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)
- Optimal Couplings on Wiener Space and An Extension of Talagrand’s Transport Inequality (Q5050084) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)