The following pages link to (Q4936229):
Displaying 16 items.
- Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
- Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (Q718284) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Invariance properties of a general bond-pricing equation (Q925045) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Remarks on the stochastic integral (Q1745665) (← links)
- Measure free martingales (Q1770026) (← links)
- Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- An estimate of the rate of convergence of an approximating scheme applied to a stochastic differential equation with an additional parameter (Q3114549) (← links)
- Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- A Delayed Black and Scholes Formula (Q3444689) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- Closed-loop convergence for mean field games with common noise (Q6109922) (← links)
- Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067) (← links)
