The following pages link to (Q4220653):
Displayed 50 items.
- Application of quantum master equation for long-term prognosis of asset-prices (Q1619308) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- The disorder problem for compound Poisson processes with exponential jumps (Q1774227) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Emergent quantum mechanics of finances (Q1782732) (← links)
- Neural network calibrated stochastic processes: forecasting financial assets (Q1788897) (← links)
- Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
- Markovian term structure models in discrete time (Q1872398) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- Sharp bounds for \(L\)-statistics from dependent samples of random length (Q1888830) (← links)
- Smoothness of densities for area-like processes of fractional Brownian motion (Q1939560) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Model-free CPPI (Q1994390) (← links)
- Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
- An optimal double stopping rule for a buying-selling problem (Q2176381) (← links)
- Elliptic Venttsel problems with \(VMO\) coefficients (Q2192704) (← links)
- American perpetual options with random start (Q2211060) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- Bottleneck options (Q2255011) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- Best predictors in logarithmic distance between positive random variables (Q2288095) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- Fisher information and quantum potential well model for finance (Q2356996) (← links)
- Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter \(H \in (\tfrac 14,\tfrac 12)\) (Q2376209) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories (Q2426167) (← links)
- Quantum randomness as a result of random fluctuations at the Planck time scale? (Q2426176) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- On convergence of random walks generated by compound Cox processes to Lévy processes (Q2435774) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)