Pages that link to "Item:Q1886305"

The following pages link to Preservation of convexity of solutions to parabolic equations (Q1886305):

Displaying 19 items.

• Comparison of option prices in semimartingale models (Q854274) (← links)
• Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
• General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs (Q898553) (← links)
• Convexity theory for the term structure equation (Q928497) (← links)
• Local quasi-concavity of the solutions of the heat equation with a nonnegative potential (Q1954219) (← links)
• Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) (← links)
• Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
• Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
• The American put is log-concave in the log-price (Q2581491) (← links)
• Option pricing under model involving slow growth volatility (Q2885509) (← links)
• Parabolic quasi-concavity for solutions to parabolic problems in convex rings (Q3058189) (← links)
• An Elliptic PDE with Convex Solutions (Q4608146) (← links)
• Multi-dimensional sequential testing and detection (Q5094575) (← links)
• The Existence of Optimal Bang-Bang Controls for GMxB Contracts (Q5250040) (← links)
• Superreplication of Options on Several Underlying Assets (Q5312838) (← links)
• PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS (Q5420699) (← links)
• MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES (Q5487834) (← links)
• Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
• Perpetual American options with asset-dependent discounting (Q6139952) (← links)