Pages that link to "Item:Q5216742"

The following pages link to Arbitrage Theory in Continuous Time (Q5216742):

Displaying 16 items.

• Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
• Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
• Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment (Q5150069) (← links)
• BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES (Q5221479) (← links)
• Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)
• In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
• A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
• Discount models (Q6074009) (← links)
• Asset pricing with dynamically inconsistent agents (Q6074012) (← links)
• A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Q6152711) (← links)
• On the fundamental solution for degenerate Kolmogorov equations with rough coefficients (Q6156214) (← links)
• Stochastic DDM with regime-switching process (Q6559154) (← links)
• The Merton's default risk model for private company (Q6574047) (← links)
• Book review of: S. Calogero, A first course in option pricing theory (Q6618242) (← links)
• A change of measure formula for recursive conditional expectations (Q6633866) (← links)
• Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models (Q6640252) (← links)