Pages that link to "Item:Q1883335"
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The following pages link to Stochastic calculus for finance. II: Continuous-time models. (Q1883335):
Displayed 50 items.
- Price dynamics of the financial markets using the stochastic differential equation for a potential double well (Q2150039) (← links)
- Stochastic process with multiplicative structure for the dynamic behavior of the financial market (Q2151763) (← links)
- General solution of the Black-Scholes boundary-value problem (Q2153203) (← links)
- Superstatistics with cut-off tails for financial time series (Q2160075) (← links)
- Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process (Q2160077) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)
- Option pricing for path-dependent options with assets exposed to multiple defaults risk (Q2183237) (← links)
- Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887) (← links)
- Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
- Inference on an heteroscedastic Gompertz tumor growth model (Q2207142) (← links)
- A solution method for heterogeneity involving present bias (Q2218886) (← links)
- A path-independent approach to integrated variance under the CEV model (Q2228592) (← links)
- Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009) (← links)
- European option pricing under Wishart processes (Q2240201) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- A European option pricing model in a stochastic and fuzzy environment (Q2248260) (← links)
- High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
- An introduction to the Hilbert-Schmidt SVD using iterated Brownian bridge kernels (Q2256959) (← links)
- Dynamic asset allocation under VaR constraint with stochastic interest rates (Q2267297) (← links)
- Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation (Q2271410) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- Interest rate term structure modelling (Q2275618) (← links)
- The dynamic programming equation for a stochastic volatility optimal control problem (Q2280817) (← links)
- Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- Dyson type formula for pure jump Lévy processes with some applications to finance (Q2289812) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods (Q2292056) (← links)
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- Piecewise constant martingales and lazy clocks (Q2296122) (← links)
- An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model. (Q2315470) (← links)
- A continuous-time model for valuing foreign exchange options (Q2318921) (← links)
- A stochastic string with a compound Poisson process (Q2319205) (← links)
- An alternative form to calibrate the correlated Stein-Stein option pricing model (Q2322457) (← links)
- Asymptotic exponential arbitrage in the Schwartz commodity futures model (Q2330297) (← links)
- A stochastic model for cell adhesion to the vascular wall (Q2330629) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Evaluation and default time for companies with uncertain cash flows (Q2347118) (← links)
- Optimal life schedule with stochastic growth in age-size structured models: theory and an application (Q2349716) (← links)
- Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
- Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump (Q2379076) (← links)
- The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
- Pricing formula for exotic options with assets exposed to counterparty risk (Q2398763) (← links)
- Endogenous current coupons (Q2412391) (← links)
- Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)