The following pages link to (Q4794126):
Displaying 50 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- On volatility smile and an investment strategy with out-of-the-money calls (Q253093) (← links)
- Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance (Q256112) (← links)
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Operational risk: emerging markets, sectors and measurement (Q299801) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- A copula-based approach for generating lattices (Q315036) (← links)
- Asset demands and consumption with longevity risk (Q315805) (← links)
- Operations-finance interface models: a literature review and framework (Q319489) (← links)
- Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025) (← links)
- A tractable interest rate model with explicit monetary policy rates (Q322788) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Efficient valuation of SCR via a neural network approach (Q344299) (← links)
- Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
- Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
- Binary tree pricing to convertible bonds with credit risk under stochastic interest rates (Q369835) (← links)
- A tractable yield-curve model that guarantees positive interest rates (Q375261) (← links)
- The geometry of algorithms using hierarchical tensors (Q389600) (← links)
- Quantum-like tunnelling and levels of arbitrage (Q395545) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- Simulation of the CEV process and the local martingale property (Q419443) (← links)
- Short sales in log-robust portfolio management (Q420886) (← links)
- PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935) (← links)
- Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
- Two-state volatility transition pricing and hedging of TXO options (Q429529) (← links)
- Option pricing with a direct adaptive sparse grid approach (Q432809) (← links)
- Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients (Q435852) (← links)
- Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
- Pricing American bond options using a penalty method (Q445080) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- A regime-switching model with the volatility smile for two-asset European options (Q462338) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines (Q470747) (← links)
- Approximation algorithms for optimal purchase/inventory policy when purchase price and demand are stochastic (Q480791) (← links)
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- Modeling and estimating commodity prices: copper prices (Q496575) (← links)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
