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- method for multi‐asset American option pricing under jump‐diffusion model 2024-01-05 Paper A front‐fixing method for American option pricing on zero‐coupon...10 bytes (18 words) - 01:58, 10 December 2023
- 2020-10-05 Paper OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE 2020-08-31 Paper Optimal dynamic asset allocation for DC plan...10 bytes (19 words) - 15:07, 8 December 2023
- CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS 2003-03-18 Paper Pricing multi-asset financial derivatives with time-dependent...10 bytes (18 words) - 13:36, 11 December 2023
- Representative agent pricing of financial assets based on Lévy processes with normal inverse Gaussian marginals 2003-01-27 Paper An equilibrium asset pricing model based...10 bytes (18 words) - 14:45, 7 December 2023
- markets 2009-02-06 Paper PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE 2005-07-06 Paper DEFAULTABLE DEBT PRICING IN MULTI-FACTOR MODELS...10 bytes (18 words) - 08:39, 13 December 2023
- point algorithm 1999-06-06 Paper Structural modelling of global capital asset pricing 1999-01-01 Paper Comparing the causality patterns between some Scandinavian...10 bytes (16 words) - 23:44, 8 December 2023
- Reaching nirvana with a defaultable asset? 2018-01-31 Paper Envelope theorems in Banach lattices and asset pricing 2015-09-22 Paper Real options with a...10 bytes (16 words) - 04:02, 12 December 2023
- linear projections in asset pricing estimation 2003-02-17 Paper Simple entropic derivation of a generalized Black-Scholes option pricing model 2002-09-10 Paper...10 bytes (18 words) - 04:41, 13 December 2023
- Paper An FFT approach for option pricing under a regime-switching stochastic interest rate model 2017-08-23 Paper Asset pricing using trading volumes in a hidden...10 bytes (18 words) - 02:32, 10 December 2023
- for option pricing and hedging 2006-11-17 Paper VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING 2005-06-22 Paper DISTRIBUTION-BASED OPTION PRICING ON LATTICE...10 bytes (18 words) - 17:24, 8 December 2023
- Paper The equity premium in Brock's asset pricing model 2009-07-01 Paper Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 2006-01-27 Paper...10 bytes (16 words) - 12:28, 12 December 2023
- learning in a simple asset pricing model 2002-08-19 Paper The asymptotic behavior of dynamic rent-seeking games 2002-08-15 Paper Asset price dynamics in a financial...10 bytes (17 words) - 22:32, 8 December 2023
- method for multi‐asset American option pricing under jump‐diffusion model 2024-01-05 Paper A front‐fixing method for American option pricing on zero‐coupon...10 bytes (16 words) - 01:58, 10 December 2023
- generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach 2016-06-10 Paper Pricing and risk...10 bytes (19 words) - 22:52, 9 December 2023
- endogenous stochastic volatility models 2020-10-21 Paper On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares...10 bytes (18 words) - 12:47, 28 January 2024
- for pricing barrier options 2014-10-20 Paper Derivative pricing under asymmetric and imperfect collateralization and CVA 2014-02-20 Paper Pricing and hedging...10 bytes (16 words) - 19:05, 9 December 2023
- and incentives for financial innovation 2012-03-06 Paper Equilibrium asset pricing with systemic risk 2008-05-26 Paper https://portal.mardi4nfdi.de/entity/Q3368189...10 bytes (16 words) - 17:11, 8 December 2023
- multiple investment goals 2013-02-26 Paper Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 2012-06-11 Paper Loss Aversion...10 bytes (21 words) - 22:18, 11 December 2023
- Equal risk pricing under convex trading constraints 2018-08-09 Paper Pricing American-style Parisian up-and-out call options 2018-07-13 Paper Pricing American...10 bytes (18 words) - 21:33, 9 December 2023
- Equilibria in Dynamic Economies 2006-10-24 Paper Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 2006-06-19 Paper Computing...10 bytes (16 words) - 03:55, 9 December 2023
