Pages that link to "Item:Q703592"
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The following pages link to Martingale methods in financial modelling. (Q703592):
Displayed 36 items.
- Quasi-analytic solutions of linear parabolic equations (Q351279) (← links)
- A joint stock and bond market based on the hyperbolic Gaussian model (Q362053) (← links)
- Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Simple arbitrage (Q691114) (← links)
- Derivative pricing methodology in continuous-time models (Q714546) (← links)
- Cross a barrier to reach barrier options (Q764941) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Esscher transform and the duality principle for multidimensional semimartingales (Q983888) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Effects of constrained supply and price contracts on agricultural cooperatives (Q1042230) (← links)
- Weak approximation of killed diffusion using Euler schemes. (Q1877395) (← links)
- A multiple-curve HJM model of interbank risk (Q1938982) (← links)
- Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (Q2266898) (← links)
- Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- PRICING CHAINED OPTIONS WITH CURVED BARRIERS (Q2851563) (← links)
- On Gaussian HJM framework for Eurodollar Futures (Q2862428) (← links)
- A Closed-Form Formula for an Option with Discrete and Continuous Barriers (Q3083786) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES (Q3503044) (← links)
- FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q3520339) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- IMPLICATION OF THE KELLY CRITERION FOR MULTI-DIMENSIONAL PROCESSES (Q3560082) (← links)
- Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101) (← links)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- BARRIER OPTION PRICING BY BRANCHING PROCESSES (Q3655557) (← links)
- GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY (Q4906545) (← links)
- ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY (Q5193002) (← links)
- AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS (Q5297239) (← links)
- COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA (Q5299992) (← links)
- Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440) (← links)