Pages that link to "Item:Q2516772"

The following pages link to Forward equations for option prices in semimartingale models (Q2516772):

Displaying 19 items.

• Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
• On the calibration of local jump-diffusion asset price models (Q484208) (← links)
• Nonparametric implied Lévy densities (Q666590) (← links)
• A splitting strategy for the calibration of jump-diffusion models (Q784736) (← links)
• On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
• Tangent Lévy market models (Q1761433) (← links)
• Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887) (← links)
• Testing and inference for fixed times of discontinuity in semimartingales (Q2203627) (← links)
• Nonparametric spot volatility from options (Q2299587) (← links)
• On the Markovian projection in the Brunick-Shreve mimicking result (Q2446711) (← links)
• Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
• Forward equations for option prices in semimartingale models (Q2516772) (← links)
• Small time central limit theorems for semimartingales with applications (Q2804007) (← links)
• Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
• SMILE MODELING IN COMMODITY MARKETS (Q3304207) (← links)
• Option pricing in the moderate deviations regime (Q4581294) (← links)
• RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES (Q4906515) (← links)
• Reconstructing volatility: Pricing of index options under rough volatility (Q6054443) (← links)
• Markov projection of semimartingales -- application to comparison results (Q6115255) (← links)