Pages that link to "Item:Q4345929"

The following pages link to Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929):

Displaying 34 items.

• Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
• Comparison of option prices in semimartingale models (Q854274) (← links)
• On changes of measure in stochastic volatility models (Q937484) (← links)
• Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
• Convex viscosity solutions and state constraints (Q1357069) (← links)
• On the pricing of contingent claims under constraints (Q1814741) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• On weak implicit and predictor-corrector methods (Q1897658) (← links)
• A minimality property of the minimal martingale measure (Q1962144) (← links)
• No arbitrage in continuous financial markets (Q2190064) (← links)
• Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
• On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution (Q2318175) (← links)
• Delta hedging strategies comparison (Q2464246) (← links)
• A fair pricing approach to weather derivatives (Q2575439) (← links)
• A benchmark approach to filtering in finance (Q2575441) (← links)
• Probing option prices for information (Q2642481) (← links)
• BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
• ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980) (← links)
• OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
• Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
• Weak convergence and distributional assumptions for a general class of nonliner arch models (Q4355166) (← links)
• (Q4407581) (← links)
• Fuzzy measures and asset prices: accounting for information ambiguity (Q4541543) (← links)
• Stochastic volatility, smile & asymptotics (Q4541571) (← links)
• Multigrid for American option pricing with stochastic volatility (Q4541576) (← links)
• Passport options with stochastic volatility (Q4541603) (← links)
• A variance reduction technique based on integral representations (Q4646798) (← links)
• On the minimal martingale measure and the möllmer-schweizer decomposition (Q4859232) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
• OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
• A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
• Stability of weak numerical schemes for stochastic differential equations (Q5906613) (← links)
• Stability of weak numerical schemes for stochastic differential equations (Q5917688) (← links)
• An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)