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.
- 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)
- An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199) (← links)
- Bayesian uncertainty quantification of local volatility model (Q6108893) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- A new options pricing method: semi-stochastic kernel regression method with constraints (Q6117127) (← links)
- A game-theoretic perspective to study a nonlinear stochastic parabolic model of population competition (Q6132755) (← links)
- Connections between the extreme points for Vandermonde determinants and minimizing risk measure in financial mathematics (Q6153232) (← links)
- Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
- Decentralized Governance of Stablecoins with Closed Form Valuation (Q6154564) (← links)
- A free boundary problem for a flexible loan based on the borrower asset (Q6156563) (← links)
- Asset bubbles, entrepreneurial risks, and economic growth (Q6166482) (← links)
- How damaging are environmental policy targets in terms of welfare? (Q6168617) (← links)
- A non-stochastic control with admissible probabilities for SDDEs, application to linear reactors (Q6173503) (← links)
- Mean-reverting schemes for solving the CIR model (Q6175251) (← links)
- The influence of financial practice in developing mathematical probability. Submitted for a special edition of \textit{Synthese}, ``Enabling mathematical cultures'' (Q6182765) (← links)
- Equations related to stochastic processes: semigroup approach and Fourier transform (Q6186374) (← links)