Pages that link to "Item:Q136004"
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The following pages link to The Pricing of Options and Corporate Liabilities (Q136004):
Displaying 50 items.
- Jdmbs (Q30757) (← links)
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- roptions (Q138051) (← links)
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
- Microgrid investment under uncertainty: a real option approach using closed form contingent analysis (Q256632) (← links)
- Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process (Q256762) (← links)
- Investment under uncertainty, competition and regulation (Q258740) (← links)
- An analysis of path-dependent options (Q261989) (← links)
- On European option pricing under partial information. (Q265152) (← links)
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula (Q273845) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Resampling methods in econometrics (Q275241) (← links)
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Optimal statistical decisions about some alternative financial models (Q276923) (← links)
- Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- Group classification of a generalization of the Heath equation (Q279866) (← links)
- Deformed exponentials and applications to finance (Q280540) (← links)
- Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
- On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474) (← links)
- A stochastic semidefinite programming approach for bounds on option pricing under regime switching (Q285991) (← links)
- Endpoints of multivalued nonexpansive mappings in geodesic spaces (Q288035) (← links)
- Realized range-based estimation of integrated variance (Q289157) (← links)
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- Option valuation with conditional skewness (Q292018) (← links)
- Multivariate Jacobi process with application to smooth transitions (Q292036) (← links)
- Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
- Bayesian inference on the memory parameter for gamma-modulated regression models (Q296437) (← links)
- Cure events in default prediction (Q296900) (← links)
- Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
- Robust option pricing (Q297417) (← links)
- Finance and mathematics: where is the ethical malaise? (Q297477) (← links)
- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- Quality control for structural credit risk models (Q299230) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Operational risk: emerging markets, sectors and measurement (Q299801) (← links)
- An options-based approach to coordinating distributed decision systems (Q300044) (← links)
- Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
- Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
