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 50 items.
- Enlargement of Filtration in Discrete Time (Q5132612) (← links)
- On the interpretation of Stratonovich calculus (Q5143223) (← links)
- DERIVATIVES IN THE MEAN OF RANDOM PROCESSES AND DIFFUSION MODELS IN ECONOMICS (Q5153907) (← links)
- Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104) (← links)
- Emulation of Stochastic Simulators Using Generalized Lambda Models (Q5158924) (← links)
- Some applications of<i>M</i>-ary detection in quantitative finance (Q5189711) (← links)
- GLOBAL AND REGIONAL RISKS IN CURRENCY RETURNS (Q5210918) (← links)
- ANALYTICAL PATH-INTEGRAL PRICING OF DETERMINISTIC MOVING-BARRIER OPTIONS UNDER NON-GAUSSIAN DISTRIBUTIONS (Q5221481) (← links)
- DYNAMIC MEAN-VARIANCE PORTFOLIOS WITH RISK BUDGET (Q5221483) (← links)
- Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)
- Elementary stochastic calculus for finance with infinitesimals (Q5270024) (← links)
- Probabilistic Solutions for a Class of Path-Dependent Hamilton-Jacobi-Bellman Equations (Q5298846) (← links)
- A system of variational inequalities arising from finite expiry Russian option with two regimes (Q5323020) (← links)
- An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
- Optimal Discrete Hedging in Garman-Kohlhagen Model with Liquidity Risk (Q5357776) (← links)
- Optimal investment strategy for asset-liability management under the Heston model (Q5382938) (← links)
- Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching (Q5384788) (← links)
- A collateralized loan’s loss under a quadratic Gaussian default intensity process (Q5400664) (← links)
- Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)
- RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (Q5419641) (← links)
- BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE (Q5420696) (← links)
- A jump telegraph model for option pricing (Q5433103) (← links)
- An inhomogeneous semi-Markov model for the term structure of credit risk spreads (Q5475395) (← links)
- Book Review: Stochastic calculus for finance (Q5494739) (← links)
- Modelling Credit Risk in the Jump Threshold Framework (Q5742503) (← links)
- Polynomial Approximation to Option Prices under Regime Switching (Q5742644) (← links)
- Maximum Principles for Boundary-Degenerate Second Order Linear Elliptic Differential Operators (Q5746975) (← links)
- Closed Formula for Options with Discrete Dividends and Its Derivatives (Q5851726) (← links)
- ADI finite difference schemes for option pricing in the Heston model with correlation (Q5862255) (← links)
- (Q5884109) (← links)
- Analysis of a stochastic Lotka–Volterra competitive system with infinite delays and Ornstein–Uhlenbeck process (Q5886514) (← links)
- Quasi-reversibility method and neural network machine learning for forecasting of stock option prices (Q5890162) (← links)
- Non-equilibrium allele frequency spectra via spectral methods (Q5890806) (← links)
- Non-equilibrium allele frequency spectra via spectral methods (Q5915621) (← links)
- Optimal regulators for a class of nonlinear stochastic systems (Q6040970) (← links)
- Appraising the convenience of a call-based dynamical hedging strategy for an oil-company (Q6064214) (← links)
- Distributional properties of continuous time processes: from CIR to bates (Q6065669) (← links)
- Uncovering a Two-Phase Dynamics from a Dollar Exchange Model with Bank and Debt (Q6073294) (← links)
- The size distribution of ‘cities’ delineated with a network theory‐based method and mobile phone GPS data (Q6077613) (← links)
- Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)
- Extracting a function encoded in amplitudes of a quantum state by tensor network and orthogonal function expansion (Q6098312) (← links)
- Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)
- Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177) (← links)
- On current and future carbon prices in a risky world (Q6106635) (← links)
- Derivation of wealth distributions from biased exchange of money (Q6106922) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)