The following pages link to Mathematical Finance (Q140029):
Displayed 50 items.
- Viability and Equilibrium in Securities Markets with Frictions (Q2757304) (← links)
- Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations (Q2757306) (← links)
- Interest Rate Dynamics and Consistent Forward Rate Curves (Q2757307) (← links)
- A Note on the Nelson-Siegel Family (Q2757308) (← links)
- Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds (Q2757309) (← links)
- European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio (Q2757310) (← links)
- Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility (Q2757311) (← links)
- MSM Estimators of European Options on Assets with Jumps (Q2757312) (← links)
- On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models (Q2757313) (← links)
- Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing (Q2757314) (← links)
- Robust Hedging of Barrier Options (Q2757315) (← links)
- No Arbitrage in Discrete Time Under Portfolio Constraints (Q2757316) (← links)
- Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities (Q2757317) (← links)
- Leland's Approach to Option Pricing: The Evolution of a Discontinuity (Q2757318) (← links)
- A Note on the Boyle–Vorst Discrete‐Time Option Pricing Model with Transactions Costs (Q2757319) (← links)
- Optimal Portfolios with Bounded Capital at Risk (Q2770980) (← links)
- A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets (Q2770981) (← links)
- Return Dynamics when Persistence is Unobservable (Q2770982) (← links)
- The Liquidity Discount (Q2770983) (← links)
- A Generalized Cameron–Martin Formula with Applications to Partially Observed Dynamic Portfolio Optimization (Q2770984) (← links)
- HOPE, FEAR, AND ASPIRATIONS (Q2788689) (← links)
- BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
- LINKED RECURSIVE PREFERENCES AND OPTIMALITY (Q2788691) (← links)
- BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
- A NEW LOOK AT SHORT-TERM IMPLIED VOLATILITY IN ASSET PRICE MODELS WITH JUMPS (Q2788693) (← links)
- CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (Q2788694) (← links)
- A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
- UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME (Q2799995) (← links)
- THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS (Q2799996) (← links)
- ON VALUING STOCHASTIC PERPETUITIES USING NEW LONG HORIZON STOCK PRICE MODELS DISTINGUISHING BOOMS, BUSTS, AND BALANCED MARKETS (Q2799997) (← links)
- RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS (Q2799998) (← links)
- STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PARTICLE SYSTEMS (Q2799999) (← links)
- MEASURING DISTRIBUTION MODEL RISK (Q2800000) (← links)
- COMPARING LOCAL RISKS BY ACCEPTANCE AND REJECTION (Q2800001) (← links)
- MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS (Q2800003) (← links)
- MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (Q2831000) (← links)
- EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING (Q2831002) (← links)
- OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
- FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK (Q2831004) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- PRICE-ADMISSIBILITY CONDITIONS FOR ARBITRAGE-FREE LINEAR PRICE FUNCTION MODELS FOR THE TERM STRUCTURE OF INTEREST RATES (Q2831007) (← links)
- MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS (Q2831008) (← links)
- FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS (Q2831010) (← links)
- A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES (Q2847237) (← links)
- STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (Q2847239) (← links)
- FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY-OFFS (Q2847241) (← links)
- EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS (Q2847242) (← links)
- THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS (Q2847243) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)