The following pages link to (Q4350437):
Displayed 50 items.
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Electricity price modeling and asset valuation: a multi-fuel structural approach (Q356476) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
- Set-valued stochastic integral equations driven by martingales (Q439231) (← links)
- Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration (Q470074) (← links)
- Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
- On mean-variance hedging of bond options with stochastic risk premium factor (Q481005) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Some possible stock price distributions under incompleteness of the market (Q596973) (← links)
- Valuing executive stock options: a quadratic approximation (Q613458) (← links)
- Valuation of inflation-linked annuities in a Lévy market (Q642790) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Capped stock loans (Q710965) (← links)
- Black-Scholes formula in subdiffusive regime (Q841145) (← links)
- A complete-market generalization of the Black-Scholes model (Q853864) (← links)
- Valuing virtual production capacities on flow commodities (Q857950) (← links)
- The completion of security markets (Q862796) (← links)
- Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144) (← links)
- American continuous-installment options of barrier type (Q890621) (← links)
- Optimal investment in a defaultable bond (Q941018) (← links)
- An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217) (← links)
- The effect of mean reversion on entry and exit decisions under uncertainty (Q964582) (← links)
- On extracting information implied in options (Q964639) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
- Pricing American options using a space-time adaptive finite difference method (Q982922) (← links)
- On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013) (← links)
- Exponential moments for HJM models with jumps (Q1003342) (← links)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- Fundamental solutions, transition densities and the integration of Lie symmetries (Q1011481) (← links)
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- Strong consistency of the empirical martingale simulation option price estimator (Q1036915) (← links)
- Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion (Q1041301) (← links)
- Random field forward interest rate models, market price of risk and their statistics (Q1042585) (← links)
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- Sufficient conditions for fast quasi-Monte Carlo convergence (Q1401997) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
- Transition probability functions for martingale laws of bond prices. (Q1413276) (← links)
- Mortality derivatives and the option to annuitise. (Q1413287) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- Fair valuation of path-dependent participating life insurance contracts. (Q1423344) (← links)
- Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- A PDE based implementation of the Hull\,\&\,White model for cash flow derivatives (Q1424651) (← links)
- Pricing European options based on the fuzzy pattern of Black-Scholes formula. (Q1427115) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)