Entity usage
From MaRDI portal
This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.
Showing below up to 18 results in range #1 to #18.
- Maximum Likelihood Estimation for Integrated Diffusion Processes: Label: en
- Lognormal Forward Market Model (LFM) Volatility Function Approximation: Label: en
- Binomial Models for Interest Rates: Label: en
- Continuity Theorems in Boundary Crossing Problems for Diffusion Processes: Label: en
- Buy Low and Sell High: Label: en
- Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms: Label: en
- Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives: Label: en
- Pricing and Hedging of CDOs: A Top Down Approach: Label: en
- Stochastic Partial Differential Equations and Portfolio Choice: Label: en
- Results on Numerics for FBSDE with Drivers of Quadratic Growth: Label: en
- Comparison Theorems for Finite State Backward Stochastic Differential Equations: Label: en
- Existence and Non-uniqueness of Solutions for BSDE: Label: en
- Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation: Label: en
- A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems: Label: en
- The Economic Plausibility of Strict Local Martingales in Financial Modelling: Label: en
- M6—On Minimal Market Models and Minimal Martingale Measures: Label: en
- Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing: Label: en
- Probabilistic Aspects of Arbitrage: Label: en
