The following pages link to (Q4794126):
Displaying 50 items.
- A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
- Financial time operator for random walk markets (Q508162) (← links)
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411) (← links)
- Using spectral element method to solve variational inequalities with applications in finance (Q508514) (← links)
- Operational asset replacement strategy: a real options approach (Q531459) (← links)
- Joint optimal ordering and weather hedging decisions: mean-CVaR model (Q539482) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- An inverse problem of identifying the coefficient of first-order in a degenerate parabolic equation (Q550104) (← links)
- Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
- The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
- The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Valuing executive stock options: a quadratic approximation (Q613458) (← links)
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- Insuring against loss of evidence in game-theoretic probability (Q618027) (← links)
- A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
- Index of function inversion (Q619396) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- Some results on correlation matrices for interest rates (Q637511) (← links)
- Real options pricing by the finite element method (Q639116) (← links)
- Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
- Functionals of exponential Brownian motion and divided differences (Q651098) (← links)
- Financial tools for the abatement of traffic congestion: a dynamical analysis (Q651347) (← links)
- On a statistical analysis of implied data (Q651380) (← links)
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788) (← links)
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843) (← links)
- Securitization, structuring and pricing of longevity risk (Q659203) (← links)
- Optimal design of profit sharing rates by FFT (Q659254) (← links)
- Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
- Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451) (← links)
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
- Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- An efficient control variate method for pricing variance derivatives (Q711233) (← links)
- A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts (Q716340) (← links)
- Anomalous is ubiquitous (Q719717) (← links)
- A self-tuning model for inflation rate dynamics (Q720159) (← links)
- Optimal contingent payment mechanisms and entrepreneurial financing decisions (Q724042) (← links)
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- Fractional motions (Q740796) (← links)
