Pages that link to "Item:Q819974"
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The following pages link to Mathematical methods for financial markets. (Q819974):
Displaying 50 items.
- Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance (Q256112) (← links)
- Uncertainty and inside information (Q261231) (← links)
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- A new fractal dimension for curves based on fractal structures (Q266321) (← links)
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- On the control of the difference between two Brownian motions: a dynamic copula approach (Q324995) (← links)
- On the control of the difference between two Brownian motions: an application to energy markets modeling (Q324996) (← links)
- A new topological indicator for chaos in mechanical systems (Q332729) (← links)
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Local volatility of volatility for the VIX market (Q385648) (← links)
- Simulation of the CEV process and the local martingale property (Q419443) (← links)
- Random times and multiplicative systems (Q424521) (← links)
- The law of large numbers for self-exciting correlated defaults (Q436290) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- The impact of quantitative easing on the US term structure of interest rates (Q475332) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
- Change of measure up to a random time: details (Q529431) (← links)
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
- Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes (Q730432) (← links)
- Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- KPZ equation tails for general initial data (Q782809) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS (Q827280) (← links)
- A note on switching property for squared Bessel process (Q831325) (← links)
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Stochastic areas of diffusions and applications (Q905937) (← links)
- Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
- Explicit form of the first-passage-time density for accelerating subdiffusion (Q1619176) (← links)
- On the excursions of drifted Brownian motion and the successive passage times of Brownian motion (Q1619591) (← links)
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
- Quantifying risks with exact analytical solutions of derivative pricing distribution (Q1620497) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Systemic risk and interbank lending (Q1626503) (← links)
- Pricing foreign exchange options under intervention by absorption modeling (Q1627677) (← links)
- Information-based model with noisy anticipation and its application in finance (Q1627837) (← links)