Pages that link to "Item:Q4345929"
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The following pages link to Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929):
Displaying 18 items.
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Convex viscosity solutions and state constraints (Q1357069) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- On weak implicit and predictor-corrector methods (Q1897658) (← links)
- A minimality property of the minimal martingale measure (Q1962144) (← links)
- No arbitrage in continuous financial markets (Q2190064) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution (Q2318175) (← links)
- Delta hedging strategies comparison (Q2464246) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
- OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
- A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
