The following pages link to Applied Mathematical Finance (Q2786203):
Displaying 50 items.
- Sharper asset ranking from total drawdown durations (Q103808) (← links)
- Two Useful Techniques for Financial Modelling Problems (Q2786204) (← links)
- Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
- Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206) (← links)
- Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
- Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion (Q2786208) (← links)
- Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs (Q2786210) (← links)
- Optimal Market Making in the Foreign Exchange Market (Q2786211) (← links)
- Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q2786212) (← links)
- The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582) (← links)
- One-Dimensional Pricing of CPPI (Q2889584) (← links)
- The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (Q2889585) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem (Q2889587) (← links)
- Optimal Asset Allocation for Passive Investing with Capital Loss Harvesting (Q2889588) (← links)
- An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model (Q2889591) (← links)
- Characterization of the American Put Option Using Convexity (Q2889593) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- Closed Form Approximations for Spread Options (Q2889600) (← links)
- Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model (Q2889601) (← links)
- Good-Deal Bounds in a Regime-Switching Diffusion Market (Q2889602) (← links)
- Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model (Q2889603) (← links)
- The British Put Option (Q2889604) (← links)
- Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473) (← links)
- Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
- A Time-Dependent Variance Model for Pricing Variance and Volatility Swaps (Q3004475) (← links)
- On Modelling and Pricing Rainfall Derivatives with Seasonality (Q3004476) (← links)
- Hedging of Spatial Temperature Risk with Market-Traded Futures (Q3004477) (← links)
- Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479) (← links)
- A Coherent Aggregation Framework for Stress Testing and Scenario Analysis (Q3004480) (← links)
- Corrections to the Prices of Derivatives due to Market Incompleteness (Q3004481) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- Time Charters with Purchase Options in Shipping: Valuation and Risk Management (Q3063872) (← links)
- Optimal Execution in a Market with Small Investors (Q3063873) (← links)
- Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options (Q3063876) (← links)
- Optimal Basket Liquidation for CARA Investors is Deterministic (Q3063877) (← links)
- Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs (Q3063878) (← links)
- Utility-Based Valuation and Hedging of Basis Risk With Partial Information (Q3063879) (← links)
- Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
- American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
- Concentrated Equilibrium and Intraday Patterns in Financial Markets (Q3176518) (← links)
- Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← links)
- Pricing Equity Swaps in an Economy with Jumps (Q3176521) (← links)
- Stock Loans in Incomplete Markets (Q3176522) (← links)
- Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization (Q3176523) (← links)
- Option Replication in Discrete Time with Illiquidity (Q3176524) (← links)
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368) (← links)
- A Series Solution for Bermudan Options (Q3375370) (← links)
