The following pages link to (Q4220653):
Displayed 50 items.
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Price operators analysis in \(L_p\)-spaces (Q2492715) (← links)
- The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
- A volatility-varying and jump-diffusion Merton type model of interest rate risk (Q2507948) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Stochastic impulsive processes on a superposition of two renewal processes (Q2516553) (← links)
- Brittle power: On Roman Emperors and exponential lengths of rule (Q2643034) (← links)
- Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets (Q2837760) (← links)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
- Sticky Continuous Processes have Consistent Price Systems (Q2949856) (← links)
- Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
- On the arbitrage price of European call options (Q2976121) (← links)
- Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Venttsel Boundary Value Problems with Discontinuous Data (Q3387582) (← links)
- An optimal sequential procedure for a buying-selling problem with independent observations (Q3410926) (← links)
- Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
- Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (Q3566398) (← links)
- (Q3604327) (← links)
- Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process (Q4561043) (← links)
- On the Pricing of Perpetual American Compound Options (Q4561937) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- (Q4583455) (← links)
- ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
- Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)
- MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (Q4645333) (← links)
- Dynamical pricing of weather derivatives (Q4646781) (← links)
- Semi-parametric modelling in finance: theoretical foundations (Q4646785) (← links)
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
- Power variation and stochastic volatility: a review and some new results (Q4822456) (← links)
- (Q4960357) (← links)
- On Exponential Functionals of Processes with Independent Increments (Q4961777) (← links)
- (Q4965807) (← links)
- The rate of convergence of the Hurst index estimate for a stochastic differential equation (Q4968128) (← links)
- Truncated moment-generating functions of the NIG process and their applications (Q4975320) (← links)
- (Q4986658) (← links)
- Markovian short rates in multidimensional term structure Lévy models (Q4989145) (← links)
- On Modeling of Uncertainty in Behavioral Economics (Q5015910) (← links)
- Limit Theorems for Functions of a Fractional Brownian Motion (Q5107655) (← links)
- Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
- Enlargement of Filtration in Discrete Time (Q5132612) (← links)
- American Strangle Options (Q5149268) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
- Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay (Q5230205) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- Upper Bound for the Expected Minimum of Dependent Random Variables with Known Kendall's Tau (Q5240322) (← links)
- Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (Q5255339) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
- THE BRITISH ASSET-OR-NOTHING PUT OPTION (Q5281721) (← links)
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)