The following pages link to (Q4002884):
Displayed 50 items.
- Mixtures of \(t\)-distributions for finance and forecasting (Q292151) (← links)
- Hedging processes for catastrophe options (Q457624) (← links)
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- Voter interacting systems applied to Chinese stock markets (Q554607) (← links)
- An optimal stopping problem for a geometric Brownian motion with Poissonian jumps (Q596911) (← links)
- The valuation of foreign currency options under stochastic interest rates (Q597318) (← links)
- A numerical analysis of variational valuation techniques for derivative securities (Q702595) (← links)
- Non-Monte Carlo formulations and computational techniques for the stochastic nonlinear Schrödinger equation (Q703445) (← links)
- An asymptotic expansion for a Black--Scholes type model (Q707247) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- Weak approximation of CKLS and CEV processes by discrete random variables (Q779824) (← links)
- Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS (Q827280) (← links)
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- Fluctuations of interface statistical physics models applied to a stock market model (Q924626) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- A model for optimal stopping in advertisement (Q974528) (← links)
- The pricing and optimal strategies of callable warrants (Q976411) (← links)
- Fluctuations of stock price model by statistical physics systems (Q984186) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- Long time behaviour of stochastic interest rate models (Q1023108) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
- Evaluation of the GIC rollover option (Q1333588) (← links)
- The notion of convexity and concavity on Wiener space (Q1585979) (← links)
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
- Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance (Q1725004) (← links)
- Nonlinear fluctuation behavior of financial time series model by statistical physics system (Q1725026) (← links)
- Nonlinear behaviors of tail dependence and cross-correlation of financial time series model (Q1725400) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
- Hedging of crop harvest with derivatives on temperature (Q1757616) (← links)
- Symmetry group methods for fundamental solutions (Q1765193) (← links)
- Binomial approximation of Brownian motion and its maximum (Q1771464) (← links)
- Higher order Riesz transforms, fractional derivatives, and Sobolev spaces for Laguerre expansions (Q1775770) (← links)
- On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
- Pricing of American options, using the Brennan-Schwartz algorithm based on finite elements (Q2007600) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- Stochastic mathematical model for the spread and control of corona virus (Q2125825) (← links)
- Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments (Q2148218) (← links)
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
- Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice (Q2162568) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- A new form of the early exercise premium for American type derivatives (Q2213635) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Stochastic equations of non-negative processes with jumps (Q2267518) (← links)