The following pages link to Mathematics of financial markets. (Q703590):
Displaying 50 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Infinitesimal structure of differentiability spaces, and metric differentiation (Q309334) (← links)
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- Farkas' lemma: three decades of generalizations for mathematical optimization (Q458935) (← links)
- Derivative pricing methodology in continuous-time models (Q714546) (← links)
- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets (Q1007099) (← links)
- Risk-hedging in real estate markets (Q1044236) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: from Knightian uncertainty to risk (Q1741766) (← links)
- Stabilization of company's income modeled by a system of discrete stochastic equations (Q1994645) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- No-arbitrage symmetries (Q2148548) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
- Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions (Q2268728) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- An efficient computational method for statistical moments of Burger's equation with random initial conditions (Q2314689) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Farkas lemma for convex systems revisited and applications to sublinear-convex optimization problems (Q2351175) (← links)
- A central limit theorem for \(m\)-dependent random variables under sublinear expectations (Q2355358) (← links)
- Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- STRONG BUBBLES AND STRICT LOCAL MARTINGALES (Q2814669) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441) (← links)
- Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498) (← links)
- Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
- (Q3389042) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q3520339) (← links)
- Market Consistent Pricing of Insurance Products (Q3634589) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- (Q4578245) (← links)
- QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (Q4584705) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522) (← links)
- Dynamic Fund Protection for Property Markets (Q5043476) (← links)
- A new method of valuing American options based on Brownian models (Q5079101) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)
- Filtration reduction and incomplete markets (Q6549690) (← links)
- Super-replication of life-contingent options under the Black-Scholes framework (Q6639530) (← links)
- Financial finance (Q6644194) (← links)
