Pages that link to "Item:Q1883334"
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The following pages link to Stochastic calculus for finance. I: The binomial asset pricing model. (Q1883334):
Displayed 31 items.
- Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
- A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Technological advances and the decision to invest (Q470669) (← links)
- On a connection between information and group lattices (Q657554) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Geometric arbitrage theory and market dynamics (Q888763) (← links)
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
- Is Brownian motion sensitive to geometry fluctuations? (Q930360) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches (Q2276267) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- American option pricing with imprecise risk-neutral probabilities (Q2379326) (← links)
- BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
- A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
- AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL (Q2929374) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- On the arbitrage price of European call options (Q2976121) (← links)
- VALIDATING THE DIFFUSION APPROXIMATION THROUGH CONDITIONAL ENTROPIES (Q3011514) (← links)
- THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES (Q3421830) (← links)
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- A UNIFYING APPROACH TO RELATIVISTIC DIFFUSIONS AND H-THEOREMS (Q3532451) (← links)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- STOCHASTIC MODELS OF THERMODIFFUSION (Q3636515) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- Elementary stochastic calculus for finance with infinitesimals (Q5270024) (← links)
- Optimal Discrete Hedging in Garman-Kohlhagen Model with Liquidity Risk (Q5357776) (← links)
- An inhomogeneous semi-Markov model for the term structure of credit risk spreads (Q5475395) (← links)
- Book Review: Stochastic calculus for finance (Q5494739) (← links)
- Relativistic diffusions: A unifying approach (Q5504877) (← links)