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.
- Asset Prices With Regime-Switching Variance Gamma Dynamics: Label: en
- Analytical Approximate Solutions to American Barrier and Lookback Option Values: Label: en
- Stochastic Clock and Financial Markets: Label: en
- Optimal Quantization for Finance: From Random Vectors to Stochastic Processes: Label: en
- Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading: Label: en
- Real Options: Label: en
- Advanced Monte Carlo Methods for Barrier and Related Exotic Options: Label: en
- Partial Differential Equations for Option Pricing: Label: en
- Recombining Binomial Tree Approximations for Diffusions: Label: en
- Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations: Label: en
- On the Discrete Time Capital Asset Pricing Model: Label: en
- Malliavin Calculus for Pure Jump Processes and Applications to Finance: Label: en
- Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance: Label: en
- Downside and Drawdown Risk Characteristics of Optimal Portfolios in Continuous Time: Label: en
- Asymmetric Variance Reduction for Pricing American Options: Label: en
- Stochastic Portfolio Theory: an Overview: Label: en
- Robust Preferences and Robust Portfolio Choice: Label: en
- Model Risk in Finance: Some Modeling and Numerical Analysis Issues: Label: en
